+131.4%
MKSI vs IAG
+86.2%
+45.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.2% | +1.8% |
| 7D | +2.7% | -1.1% | +3.8% | +3.0% |
| 30D | -12.8% | +12.1% | -24.9% | -16.4% |
| 3M | -22.5% | +25.5% | -48.0% | -29.1% |
| 6M | +19.4% | -7.1% | +26.5% | +16.7% |
| YTD | +67.7% | +22.9% | +44.9% | +51.4% |
| 1Y | +131.4% | +83.3% | +48.1% | +81.3% |
| All | +131.4% | +86.2% | +45.2% | +81.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling