+2.9%
IAU vs MSI
+28.6%
-25.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.2% | +2.4% | +3.7% |
| 7D | -0.3% | +2.8% | -3.1% | -0.1% |
| 30D | -1.9% | +9.1% | -11.0% | -1.5% |
| 3M | -0.4% | +12.5% | -12.9% | 0.0% |
| 6M | -10.1% | +14.2% | -24.3% | -9.5% |
| YTD | -5.9% | +30.7% | -36.6% | -6.2% |
| 1Y | +2.9% | +27.5% | -24.6% | +4.3% |
| All | +2.9% | +28.6% | -25.7% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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