+2,222.5%
MKSI vs IRM
+3,512.3%
-1,289.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.0% | +0.1% | +1.1% |
| 7D | +2.7% | -1.4% | +4.1% | +3.4% |
| 30D | -12.8% | -7.4% | -5.4% | -9.3% |
| 3M | -22.5% | -7.4% | -15.2% | -19.1% |
| 6M | +19.4% | +8.7% | +10.7% | +15.6% |
| YTD | +67.7% | +40.9% | +26.8% | +43.1% |
| 1Y | +131.4% | +20.5% | +110.9% | +112.7% |
| 3Y | +197.3% | +101.7% | +95.6% | +116.3% |
| 5Y | +87.0% | +197.7% | -110.7% | +13.5% |
| 10Y | +522.1% | +439.5% | +82.6% | +174.9% |
| All | +2,222.5% | +3,512.3% | -1,289.8% | +319.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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