+19.4%
MKSI vs IEF
-3.5%
+22.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.7% |
| 7D | +2.7% | -1.3% | +4.0% | +7.4% |
| 30D | -12.8% | -1.7% | -11.1% | -7.6% |
| 3M | -22.5% | -2.5% | -20.0% | -15.5% |
| 6M | +19.4% | -3.3% | +22.6% | +33.3% |
| All | +19.4% | -3.5% | +22.9% | +33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 6mo: compounded portfolio wealth divided by compounded IEF 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…
6mo analysis · Full analysis span regression · 6 months rolling