+84.3%
MKSI vs RRC
+142.8%
-58.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +2.5% |
| 7D | +2.7% | -1.8% | +4.5% | +3.2% |
| 30D | -12.8% | +2.7% | -15.5% | -13.6% |
| 3M | -22.5% | +8.8% | -31.4% | -25.0% |
| 6M | +19.4% | -1.2% | +20.6% | +18.1% |
| YTD | +67.7% | +17.6% | +50.2% | +56.5% |
| 1Y | +131.4% | +18.4% | +113.0% | +114.3% |
| 3Y | +197.3% | +33.1% | +164.2% | +167.2% |
| All | +84.3% | +142.8% | -58.5% | +44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling