+84.3%
MKSI vs RUN
-81.0%
+165.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.3% |
| 7D | +2.7% | -3.7% | +6.4% | +3.5% |
| 30D | -12.8% | -13.0% | +0.2% | -10.4% |
| 3M | -22.5% | -31.8% | +9.3% | -16.3% |
| 6M | +19.4% | -32.2% | +51.6% | +28.7% |
| YTD | +67.7% | -53.5% | +121.2% | +88.8% |
| 1Y | +131.4% | -46.5% | +177.9% | +150.7% |
| 3Y | +197.3% | -37.6% | +234.9% | +148.9% |
| All | +84.3% | -81.0% | +165.3% | +82.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling