+157.0%
MKSI vs RVMD
+430.6%
-273.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.3% |
| 7D | +1.8% | +1.0% | +0.7% | +1.6% |
| 30D | -16.8% | +6.4% | -23.2% | -17.6% |
| 3M | -21.1% | +34.9% | -56.0% | -24.1% |
| 6M | +10.8% | +107.6% | -96.7% | +1.3% |
| YTD | +63.3% | +163.7% | -100.3% | +44.1% |
| 1Y | +157.0% | +439.2% | -282.2% | +86.3% |
| All | +157.0% | +430.6% | -273.6% | +86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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