+157.0%
MKSI vs IWF
+10.9%
+146.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | +1.8% | +0.5% | +1.2% | +0.7% |
| 30D | -16.8% | -0.4% | -16.4% | -15.8% |
| 3M | -21.1% | -2.6% | -18.5% | -15.9% |
| 6M | +10.8% | +9.1% | +1.7% | -3.8% |
| YTD | +63.3% | +4.5% | +58.8% | +53.6% |
| 1Y | +157.0% | +10.1% | +146.9% | +120.9% |
| All | +157.0% | +10.9% | +146.1% | +120.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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