+2,222.5%
MKSI vs RSG
+3,476.0%
-1,253.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +1.8% |
| 7D | +2.7% | 0.0% | +2.7% | +2.7% |
| 30D | -12.8% | +4.0% | -16.8% | -14.3% |
| 3M | -22.5% | +7.4% | -29.9% | -25.7% |
| 6M | +19.4% | +0.1% | +19.3% | +17.0% |
| YTD | +67.7% | +6.0% | +61.7% | +60.2% |
| 1Y | +131.4% | -3.0% | +134.4% | +127.9% |
| 3Y | +197.3% | +56.5% | +140.8% | +135.3% |
| 5Y | +87.0% | +90.9% | -4.0% | +35.3% |
| 10Y | +522.1% | +428.7% | +93.4% | +204.7% |
| All | +2,222.5% | +3,476.0% | -1,253.5% | +730.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling