-7.1%
IAU vs MSI
+37.5%
-44.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | +0.1% |
| 7D | -4.6% | +3.2% | -7.8% | -4.5% |
| 30D | -5.4% | +17.6% | -23.0% | -4.8% |
| 3M | -10.9% | +14.5% | -25.4% | -10.4% |
| 6M | -17.4% | +34.3% | -51.6% | -16.6% |
| YTD | -10.2% | +39.7% | -49.9% | -9.3% |
| 1Y | -7.1% | +40.2% | -47.2% | -7.0% |
| All | -7.1% | +37.5% | -44.6% | -7.0% |
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