-14.6%
IAU vs MKSI
+31.7%
-46.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.8% |
| 7D | +0.2% | +6.6% | -6.5% | -0.6% |
| 30D | +0.2% | -8.2% | +8.4% | +1.1% |
| 3M | +3.3% | -16.4% | +19.7% | +1.3% |
| 6M | -14.6% | +23.0% | -37.5% | -24.5% |
| All | -14.6% | +31.7% | -46.3% | -24.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling