+131.4%
MKSI vs RRX
+15.2%
+116.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.7% | -1.6% | -0.5% |
| 7D | +2.7% | -0.3% | +3.0% | +2.9% |
| 30D | -12.8% | -6.1% | -6.7% | -8.7% |
| 3M | -22.5% | -23.1% | +0.5% | -6.6% |
| 6M | +19.4% | -19.5% | +38.9% | +37.0% |
| YTD | +67.7% | +16.1% | +51.7% | +54.1% |
| 1Y | +131.4% | +12.9% | +118.5% | +116.7% |
| All | +131.4% | +15.2% | +116.2% | +116.7% |
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