+205.8%
RSP vs MKSI
+524.1%
-318.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.3% |
| 7D | -1.9% | +2.7% | -4.6% | -2.5% |
| 30D | -2.8% | -12.8% | +10.0% | +0.1% |
| 3M | +2.8% | -22.5% | +25.4% | +6.9% |
| 6M | +10.2% | +19.4% | -9.2% | +1.7% |
| YTD | +13.1% | +67.7% | -54.6% | -5.2% |
| 1Y | +14.8% | +131.4% | -116.6% | -12.8% |
| 3Y | +52.6% | +197.3% | -144.7% | +0.5% |
| 5Y | +51.6% | +87.0% | -35.3% | +9.4% |
| All | +205.8% | +524.1% | -318.3% | +45.1% |
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