+216.7%
IAU vs MAS
+230.1%
-13.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.5% | -2.7% | +1.6% |
| 7D | +4.9% | +3.3% | +1.6% | +4.7% |
| 30D | -1.4% | +25.5% | -26.8% | -2.3% |
| 3M | -4.8% | +11.8% | -16.5% | -5.3% |
| 6M | -12.5% | +21.3% | -33.8% | -13.3% |
| YTD | -4.2% | +37.7% | -41.9% | -5.5% |
| 1Y | +3.1% | +41.0% | -37.9% | +1.6% |
| 3Y | +110.0% | +63.0% | +47.0% | +105.4% |
| 5Y | +123.1% | +44.1% | +78.9% | +118.0% |
| 10Y | +216.7% | +224.3% | -7.6% | +208.9% |
| All | +216.7% | +230.1% | -13.5% | +208.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 10y: compounded portfolio wealth divided by compounded MAS 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…
10y analysis · Full analysis span regression · 6 months rolling