+209.8%
RF vs MKSI
+357.3%
-147.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | +0.2% |
| 7D | +0.4% | +25.3% | -24.9% | -6.8% |
| 30D | +5.6% | -10.5% | +16.1% | +8.1% |
| 3M | -8.9% | -27.7% | +18.9% | -1.0% |
| 6M | +7.1% | -28.8% | +35.9% | +12.7% |
| YTD | +8.3% | +39.0% | -30.7% | -11.6% |
| 1Y | +16.8% | +45.2% | -28.4% | -6.5% |
| 3Y | +115.0% | +218.8% | -103.8% | +14.8% |
| 5Y | +46.4% | +38.1% | +8.3% | +3.8% |
| All | +209.8% | +357.3% | -147.5% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 10y: compounded portfolio wealth divided by compounded MKSI 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…
10y analysis · Full analysis span regression · 6 months rolling