+42.7%
MKSI vs RSG
+19.1%
+23.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.0% | -6.0% | -3.5% |
| 7D | -10.7% | +5.1% | -15.8% | -3.9% |
| 30D | -30.5% | +15.3% | -45.8% | -14.8% |
| 3M | -39.2% | +18.2% | -57.3% | -22.8% |
| 6M | -33.0% | +19.2% | -52.2% | -13.6% |
| YTD | +22.3% | +16.8% | +5.5% | +58.7% |
| 1Y | +42.7% | +19.2% | +23.5% | +93.6% |
| All | +42.7% | +19.1% | +23.5% | +93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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