+42.7%
MKSI vs RUN
-53.7%
+96.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.3% | -6.3% | -5.3% |
| 7D | -10.7% | +18.5% | -29.1% | -14.1% |
| 30D | -30.5% | +15.5% | -46.0% | -32.9% |
| 3M | -39.2% | -20.3% | -18.9% | -36.3% |
| 6M | -33.0% | -30.8% | -2.2% | -28.0% |
| YTD | +22.3% | -52.2% | +74.5% | +31.0% |
| 1Y | +42.7% | -53.9% | +96.6% | +52.4% |
| All | +42.7% | -53.7% | +96.4% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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