+83.1%
MKSI vs ROIV
+310.6%
-227.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -1.9% |
| 7D | +4.9% | +19.0% | -14.1% | +0.6% |
| 30D | -11.0% | +16.1% | -27.1% | -14.1% |
| 3M | -17.1% | +44.1% | -61.2% | -23.4% |
| 6M | +16.4% | +37.8% | -21.4% | +8.3% |
| YTD | +64.3% | +88.7% | -24.4% | +43.0% |
| 1Y | +137.7% | +197.3% | -59.6% | +88.6% |
| 3Y | +189.1% | +224.9% | -35.8% | +121.4% |
| 5Y | +83.1% | +311.0% | -227.9% | +20.1% |
| All | +83.1% | +310.6% | -227.5% | +20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling