+2,229.0%
MKSI vs RRC
+1,893.7%
+335.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.3% | +1.0% |
| 7D | +6.6% | -1.7% | +8.4% | +7.0% |
| 30D | -8.2% | +3.6% | -11.8% | -8.9% |
| 3M | -16.4% | +8.8% | -25.3% | -18.3% |
| 6M | +23.0% | +0.8% | +22.2% | +21.5% |
| YTD | +68.2% | +19.0% | +49.2% | +60.6% |
| 1Y | +148.6% | +22.9% | +125.7% | +135.2% |
| 3Y | +196.0% | +32.3% | +163.6% | +176.0% |
| 5Y | +87.4% | +151.6% | -64.2% | +49.0% |
| 10Y | +523.8% | +5.5% | +518.3% | +384.2% |
| All | +2,229.0% | +1,893.7% | +335.2% | +1,202.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling