+84.3%
MKSI vs RSG
+89.9%
-5.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +2.0% |
| 7D | +2.7% | 0.0% | +2.7% | +2.7% |
| 30D | -12.8% | +4.0% | -16.8% | -13.1% |
| 3M | -22.5% | +7.4% | -29.9% | -23.8% |
| 6M | +19.4% | +0.1% | +19.3% | +19.4% |
| YTD | +67.7% | +6.0% | +61.7% | +64.2% |
| 1Y | +131.4% | -3.0% | +134.4% | +133.8% |
| 3Y | +197.3% | +56.5% | +140.8% | +127.0% |
| All | +84.3% | +89.9% | -5.6% | +24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling