-2.2%
IAU vs MAS
+39.0%
-41.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.3% | -2.4% |
| 7D | +2.8% | +3.6% | -0.8% | +2.3% |
| 30D | -4.0% | +23.8% | -27.8% | -6.8% |
| 3M | -8.2% | +14.4% | -22.6% | -10.0% |
| 6M | -14.8% | +19.7% | -34.5% | -17.5% |
| YTD | -6.7% | +36.0% | -42.6% | -13.5% |
| 1Y | -2.2% | +40.4% | -42.6% | -9.8% |
| All | -2.2% | +39.0% | -41.2% | -9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling