+2.9%
IAU vs MKSI
+40.1%
-37.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -5.0% | +8.7% | +4.3% |
| 7D | -0.3% | -10.7% | +10.4% | +1.2% |
| 30D | -1.9% | -30.5% | +28.6% | +2.7% |
| 3M | -0.4% | -39.2% | +38.7% | +5.7% |
| 6M | -10.1% | -33.0% | +22.9% | -8.3% |
| YTD | -5.9% | +22.3% | -28.2% | -9.9% |
| 1Y | +2.9% | +42.7% | -39.8% | -2.5% |
| All | +2.9% | +40.1% | -37.2% | -2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling