+77.6%
MKSI vs ROIV
+288.8%
-211.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.2% |
| 7D | +2.7% | +16.9% | -14.2% | -1.1% |
| 30D | -12.8% | +12.9% | -25.7% | -15.4% |
| 3M | -22.5% | +37.3% | -59.8% | -27.8% |
| 6M | +19.4% | +38.0% | -18.6% | +11.0% |
| YTD | +67.7% | +88.1% | -20.4% | +45.8% |
| 1Y | +131.4% | +183.3% | -51.9% | +84.7% |
| 3Y | +197.3% | +254.6% | -57.3% | +124.1% |
| 5Y | +87.0% | +309.8% | -222.9% | +28.6% |
| All | +77.6% | +288.8% | -211.2% | +26.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling