+72.9%
MKSI vs ROIV
+232.7%
-159.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.5% | +2.8% | +3.9% |
| 7D | +1.8% | +0.6% | +1.1% | +1.6% |
| 30D | -16.8% | +1.0% | -17.7% | -17.0% |
| 3M | -21.1% | +18.3% | -39.4% | -23.7% |
| 6M | +10.8% | +18.3% | -7.5% | +7.0% |
| YTD | +63.3% | +61.0% | +2.4% | +47.5% |
| 1Y | +157.0% | +177.9% | -20.9% | +107.4% |
| 3Y | +163.7% | +199.1% | -35.3% | +106.7% |
| 5Y | +82.0% | +250.7% | -168.7% | +30.0% |
| All | +72.9% | +232.7% | -159.7% | +28.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling