+86.8%
MKSI vs IRE
-85.3%
+172.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.8% | +5.5% | -1.3% |
| 7D | +4.9% | +7.9% | -3.1% | +3.7% |
| 30D | -11.0% | +9.3% | -20.2% | -13.0% |
| 3M | -17.1% | -52.3% | +35.3% | -15.4% |
| 6M | +16.4% | -38.5% | +54.9% | +11.9% |
| YTD | +64.3% | -54.8% | +119.1% | +55.9% |
| All | +86.8% | -85.3% | +172.1% | +82.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling