+157.0%
MKSI vs RRC
+23.4%
+133.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.1% | +4.1% |
| 7D | +1.8% | +1.3% | +0.5% | +2.0% |
| 30D | -16.8% | +10.1% | -26.9% | -15.6% |
| 3M | -21.1% | +4.0% | -25.1% | -19.5% |
| 6M | +10.8% | +1.6% | +9.3% | +12.8% |
| YTD | +63.3% | +19.7% | +43.6% | +61.0% |
| 1Y | +157.0% | +21.4% | +135.6% | +163.1% |
| All | +157.0% | +23.4% | +133.6% | +163.1% |
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