+157.0%
MKSI vs RRX
+14.9%
+142.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.1% | +4.2% |
| 7D | +1.8% | +3.4% | -1.7% | -0.6% |
| 30D | -16.8% | -11.1% | -5.7% | -9.4% |
| 3M | -21.1% | -23.7% | +2.6% | -4.3% |
| 6M | +10.8% | -22.0% | +32.8% | +29.3% |
| YTD | +63.3% | +16.5% | +46.9% | +50.3% |
| 1Y | +157.0% | +11.5% | +145.5% | +148.1% |
| All | +157.0% | +14.9% | +142.1% | +148.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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