+1,303.2%
MKSI vs IAG
+368.4%
+934.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -2.1% |
| 7D | +4.9% | -4.1% | +8.9% | +5.3% |
| 30D | -11.0% | +10.6% | -21.6% | -12.0% |
| 3M | -17.1% | +35.4% | -52.5% | -19.7% |
| 6M | +16.4% | -9.5% | +26.0% | +17.0% |
| YTD | +64.3% | +21.8% | +42.5% | +60.0% |
| 1Y | +137.7% | +84.1% | +53.6% | +122.5% |
| 3Y | +189.1% | +817.4% | -628.2% | +129.6% |
| 5Y | +83.1% | +830.1% | -747.0% | +41.0% |
| 10Y | +509.4% | +413.8% | +95.5% | +366.4% |
| All | +1,303.2% | +368.4% | +934.8% | +896.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling