+90.7%
MKSI vs IRE
-85.1%
+175.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +2.0% |
| 7D | +2.7% | -4.5% | +7.2% | +3.2% |
| 30D | -12.8% | -7.8% | -5.0% | -12.9% |
| 3M | -22.5% | -60.0% | +37.5% | -19.6% |
| 6M | +19.4% | -48.3% | +67.7% | +16.2% |
| YTD | +67.7% | -54.5% | +122.2% | +59.0% |
| All | +90.7% | -85.1% | +175.9% | +85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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