+851.9%
IAU vs MKSI
+1,930.0%
-1,078.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.7% |
| 7D | -3.4% | +4.9% | -8.2% | -3.5% |
| 30D | -1.1% | -11.0% | +9.9% | -0.9% |
| 3M | +5.8% | -17.1% | +22.9% | +6.1% |
| 6M | -16.9% | +16.4% | -33.4% | -17.3% |
| YTD | +0.1% | +64.3% | -64.2% | -0.9% |
| 1Y | +18.4% | +137.7% | -119.3% | +16.5% |
| 3Y | +123.6% | +189.1% | -65.5% | +118.9% |
| 5Y | +138.7% | +83.1% | +55.6% | +133.9% |
| 10Y | +217.2% | +509.4% | -292.1% | +209.9% |
| All | +851.9% | +1,930.0% | -1,078.1% | +822.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling