+509.4%
MKSI vs IBN
+1,454.8%
-945.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.1% |
| 7D | +4.9% | -5.5% | +10.4% | +6.6% |
| 30D | -11.0% | -3.4% | -7.6% | -10.1% |
| 3M | -17.1% | +8.7% | -25.8% | -19.3% |
| 6M | +16.4% | +3.7% | +12.7% | +15.1% |
| YTD | +64.3% | -2.4% | +66.7% | +65.2% |
| 1Y | +137.7% | -8.1% | +145.8% | +142.4% |
| 3Y | +189.1% | +26.3% | +162.8% | +165.8% |
| 5Y | +83.1% | +54.9% | +28.2% | +58.9% |
| 10Y | +509.4% | +311.8% | +197.5% | +283.5% |
| All | +509.4% | +1,454.8% | -945.4% | +87.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling