+18.4%
IAU vs MSI
-1.8%
+20.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -1.7% |
| 7D | -3.4% | -1.8% | -1.6% | -3.4% |
| 30D | -1.1% | -0.6% | -0.5% | -1.1% |
| 3M | +5.8% | +13.0% | -7.2% | +6.1% |
| 6M | -16.9% | +0.5% | -17.5% | -16.4% |
| YTD | +0.1% | +21.7% | -21.6% | 0.0% |
| 1Y | +18.4% | -2.6% | +21.0% | +21.2% |
| All | +18.4% | -1.8% | +20.2% | +21.2% |
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 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