+157.0%
MKSI vs ROIV
+177.7%
-20.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.5% | +2.8% | +3.6% |
| 7D | +1.8% | +0.6% | +1.1% | +1.5% |
| 30D | -16.8% | +1.0% | -17.7% | -17.1% |
| 3M | -21.1% | +18.3% | -39.4% | -25.1% |
| 6M | +10.8% | +18.3% | -7.5% | +4.4% |
| YTD | +63.3% | +61.0% | +2.4% | +42.0% |
| 1Y | +157.0% | +177.9% | -20.9% | +87.7% |
| All | +157.0% | +177.7% | -20.7% | +87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ROIV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling