+840.3%
MKSI vs IWD
+719.8%
+120.5%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +3.1% |
| 7D | +7.7% | -0.2% | +7.9% | +7.9% |
| 30D | -12.9% | -0.8% | -12.1% | -12.2% |
| 3M | -14.8% | +8.0% | -22.9% | -23.5% |
| 6M | +26.6% | +18.2% | +8.5% | +1.7% |
| YTD | +66.6% | +22.3% | +44.3% | +28.3% |
| 1Y | +144.6% | +28.9% | +115.7% | +76.8% |
| 3Y | +193.1% | +71.5% | +121.6% | +54.5% |
| 5Y | +88.6% | +73.6% | +15.0% | +2.6% |
| 10Y | +490.9% | +194.7% | +296.2% | +76.9% |
| All | +840.3% | +719.8% | +120.5% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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