+84.3%
MKSI vs IBN
+58.3%
+26.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.9% | +0.2% | +1.1% |
| 7D | +2.7% | -3.0% | +5.7% | +4.3% |
| 30D | -12.8% | -1.5% | -11.3% | -12.2% |
| 3M | -22.5% | +7.9% | -30.4% | -26.0% |
| 6M | +19.4% | +8.6% | +10.8% | +13.6% |
| YTD | +67.7% | -0.6% | +68.3% | +66.6% |
| 1Y | +131.4% | -7.3% | +138.7% | +136.9% |
| 3Y | +197.3% | +26.2% | +171.1% | +141.9% |
| All | +84.3% | +58.3% | +26.0% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 5y: compounded portfolio wealth divided by compounded IBN 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…
5y analysis · Full analysis span regression · 6 months rolling