+514.9%
MKSI vs IAG
+427.6%
+87.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.2% | +2.0% |
| 7D | +2.7% | -1.1% | +3.8% | +2.8% |
| 30D | -12.8% | +12.1% | -24.9% | -14.2% |
| 3M | -22.5% | +25.5% | -48.0% | -25.0% |
| 6M | +19.4% | -7.1% | +26.5% | +19.4% |
| YTD | +67.7% | +22.9% | +44.9% | +61.9% |
| 1Y | +131.4% | +83.3% | +48.1% | +113.3% |
| 3Y | +197.3% | +808.5% | -611.2% | +126.2% |
| 5Y | +87.0% | +838.0% | -751.0% | +36.2% |
| All | +514.9% | +427.6% | +87.3% | +367.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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