+42.7%
MKSI vs RRX
+30.0%
+12.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -3.6% | -1.3% | -2.4% |
| 7D | -10.7% | +7.6% | -18.3% | -15.5% |
| 30D | -30.5% | +7.5% | -38.0% | -34.0% |
| 3M | -39.2% | -21.0% | -18.1% | -29.6% |
| 6M | -33.0% | -18.1% | -14.9% | -24.2% |
| YTD | +22.3% | +24.3% | -2.0% | +18.1% |
| 1Y | +42.7% | +29.3% | +13.4% | +37.8% |
| All | +42.7% | +30.0% | +12.7% | +37.8% |
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