-2.2%
RF vs MKSI
-13.5%
+11.3%
-7.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.3% | -4.3% | -0.6% |
| 7D | +1.3% | +1.8% | -0.5% | +1.1% |
| All | -2.2% | -13.5% | +11.3% | -0.5% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling