+222.8%
IAU vs MSI
+593.5%
-370.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +0.9% |
| 7D | +0.2% | -4.0% | +4.1% | +0.3% |
| 30D | +0.2% | -0.5% | +0.7% | +0.2% |
| 3M | +3.3% | +11.4% | -8.1% | +2.9% |
| 6M | -14.6% | +1.0% | -15.5% | -14.6% |
| YTD | +1.9% | +20.7% | -18.8% | +1.2% |
| 1Y | +20.9% | -2.7% | +23.6% | +20.9% |
| 3Y | +127.5% | +68.2% | +59.3% | +124.0% |
| 5Y | +141.9% | +100.0% | +42.0% | +137.2% |
| 10Y | +222.8% | +596.9% | -374.1% | +229.2% |
| All | +222.8% | +593.5% | -370.8% | +229.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling