+876.7%
IAU vs MSI
+902.7%
-26.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.8% |
| 7D | -0.5% | -3.7% | +3.2% | -0.5% |
| 30D | +4.4% | +6.8% | -2.4% | +4.3% |
| 3M | -1.1% | +14.3% | -15.4% | -1.2% |
| 6M | -13.7% | -1.6% | -12.1% | -13.7% |
| YTD | +2.7% | +22.8% | -20.1% | +2.4% |
| 1Y | +24.6% | -1.1% | +25.7% | +24.6% |
| 3Y | +126.8% | +70.5% | +56.4% | +125.4% |
| 5Y | +139.5% | +102.8% | +36.7% | +137.5% |
| 10Y | +226.3% | +597.4% | -371.2% | +221.5% |
| All | +876.7% | +902.7% | -26.0% | +879.0% |
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 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