+24.6%
IAU vs MSI
-0.7%
+25.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.9% |
| 7D | -0.5% | -3.7% | +3.2% | -0.6% |
| 30D | +4.4% | +6.8% | -2.4% | +4.6% |
| 3M | -1.1% | +14.3% | -15.4% | -0.8% |
| 6M | -13.7% | -1.6% | -12.1% | -13.0% |
| YTD | +2.7% | +22.8% | -20.1% | +2.6% |
| 1Y | +24.6% | -1.1% | +25.7% | +26.9% |
| All | +24.6% | -0.7% | +25.3% | +26.9% |
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