+876.7%
IAU vs MAS
+260.2%
+616.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -0.9% |
| 7D | -0.5% | -0.8% | +0.2% | -0.5% |
| 30D | +4.4% | -5.6% | +10.0% | +4.5% |
| 3M | -1.1% | +4.4% | -5.5% | -1.1% |
| 6M | -13.7% | +7.2% | -20.9% | -13.8% |
| YTD | +2.7% | +16.1% | -13.4% | +2.5% |
| 1Y | +24.6% | +0.1% | +24.5% | +24.5% |
| 3Y | +126.8% | +28.3% | +98.5% | +125.8% |
| 5Y | +139.5% | +30.5% | +109.0% | +138.0% |
| 10Y | +226.3% | +139.1% | +87.1% | +223.2% |
| All | +876.7% | +260.2% | +616.5% | +867.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling