+122.8%
IAU vs MAS
+41.7%
+81.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.3% | +1.0% |
| 7D | +1.9% | +4.6% | -2.7% | +1.7% |
| 30D | -1.7% | +19.9% | -21.6% | -2.7% |
| 3M | -3.6% | +8.9% | -12.5% | -4.1% |
| 6M | -10.1% | +20.2% | -30.3% | -11.1% |
| YTD | -5.1% | +33.9% | -39.0% | -6.7% |
| 1Y | +2.6% | +34.7% | -32.1% | +0.9% |
| 3Y | +104.1% | +60.4% | +43.7% | +98.6% |
| 5Y | +122.8% | +43.5% | +79.3% | +117.0% |
| All | +122.8% | +41.7% | +81.1% | +117.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling