+42.7%
MKSI vs RVTY
+74.0%
-31.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.5% | -2.5% | -4.3% |
| 7D | -10.7% | -3.6% | -7.1% | -9.8% |
| 30D | -30.5% | +1.4% | -31.9% | -30.7% |
| 3M | -39.2% | +43.2% | -82.4% | -45.3% |
| 6M | -33.0% | +84.5% | -117.5% | -45.8% |
| YTD | +22.3% | +65.2% | -42.9% | +3.5% |
| 1Y | +42.7% | +74.3% | -31.6% | +26.4% |
| All | +42.7% | +74.0% | -31.3% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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