+2,229.0%
MKSI vs RVTY
+1,124.9%
+1,104.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +2.3% |
| 7D | +6.6% | -5.4% | +12.0% | +9.7% |
| 30D | -8.2% | +6.7% | -15.0% | -11.7% |
| 3M | -16.4% | +19.0% | -35.4% | -24.6% |
| 6M | +23.0% | +34.6% | -11.7% | +3.0% |
| YTD | +68.2% | +28.3% | +39.9% | +43.9% |
| 1Y | +148.6% | +46.0% | +102.5% | +98.3% |
| 3Y | +196.0% | +16.9% | +179.1% | +162.9% |
| 5Y | +87.4% | -32.9% | +120.3% | +120.2% |
| 10Y | +523.8% | +141.6% | +382.2% | +293.3% |
| All | +2,229.0% | +1,124.9% | +1,104.1% | +563.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling