-7.9%
IAU vs MAS
+38.6%
-46.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.7% |
| 7D | -5.5% | +1.2% | -6.6% | -5.6% |
| 30D | -7.0% | +21.6% | -28.6% | -9.5% |
| 3M | -12.3% | +14.1% | -26.4% | -14.0% |
| 6M | -17.9% | +22.6% | -40.6% | -20.9% |
| YTD | -10.3% | +35.4% | -45.8% | -16.7% |
| 1Y | -7.9% | +37.5% | -45.4% | -14.7% |
| All | -7.9% | +38.6% | -46.5% | -14.7% |
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