+210.7%
IAU vs MSI
+664.3%
-453.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | +0.1% |
| 7D | -4.6% | +3.2% | -7.8% | -4.7% |
| 30D | -5.4% | +17.6% | -23.0% | -5.9% |
| 3M | -10.9% | +14.5% | -25.4% | -11.2% |
| 6M | -17.4% | +34.3% | -51.6% | -18.1% |
| YTD | -10.2% | +39.7% | -49.9% | -11.2% |
| 1Y | -7.1% | +40.2% | -47.2% | -8.1% |
| 3Y | +97.7% | +77.1% | +20.6% | +94.3% |
| 5Y | +105.3% | +124.0% | -18.8% | +100.4% |
| All | +210.7% | +664.3% | -453.7% | +207.4% |
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