+42.7%
MKSI vs RRC
+44.7%
-2.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -3.5% | -1.4% | -5.7% |
| 7D | -10.7% | -6.8% | -3.9% | -12.0% |
| 30D | -30.5% | +34.7% | -65.2% | -23.4% |
| 3M | -39.2% | +31.5% | -70.7% | -33.2% |
| 6M | -33.0% | +21.8% | -54.8% | -26.0% |
| YTD | +22.3% | +48.9% | -26.5% | +36.9% |
| 1Y | +42.7% | +42.1% | +0.6% | +60.5% |
| All | +42.7% | +44.7% | -2.0% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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