+104.1%
IAU vs MAS
+58.1%
+45.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.7% |
| 7D | +4.7% | +2.0% | +2.8% | +4.6% |
| 30D | -0.9% | +19.4% | -20.3% | -2.0% |
| 3M | -4.4% | +9.4% | -13.8% | -5.0% |
| 6M | -13.5% | +15.3% | -28.8% | -14.5% |
| YTD | -5.9% | +31.3% | -37.2% | -7.7% |
| 1Y | +1.9% | +34.9% | -33.0% | -0.1% |
| 3Y | +104.1% | +58.6% | +45.5% | +96.1% |
| All | +104.1% | +58.1% | +45.9% | +96.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling