+776.9%
IAU vs MSI
+1,049.6%
-272.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.2% |
| 7D | -2.0% | +7.7% | -9.7% | -2.0% |
| 30D | -4.4% | +19.9% | -24.3% | -4.6% |
| 3M | -8.9% | +14.9% | -23.8% | -9.0% |
| 6M | -15.9% | +37.2% | -53.2% | -16.3% |
| YTD | -7.8% | +40.8% | -48.5% | -8.2% |
| 1Y | -3.8% | +38.1% | -41.9% | -4.2% |
| 3Y | +104.3% | +77.7% | +26.6% | +102.9% |
| 5Y | +111.2% | +129.0% | -17.8% | +109.1% |
| 10Y | +216.4% | +671.3% | -454.8% | +211.4% |
| All | +776.9% | +1,049.6% | -272.7% | +777.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling