+839.0%
IBKR vs MAS
+215.9%
+623.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.5% | +5.8% | +4.8% |
| 7D | -1.4% | +2.4% | -3.8% | -2.4% |
| 30D | -13.6% | +19.8% | -33.4% | -19.5% |
| 3M | -11.8% | +9.8% | -21.6% | -15.3% |
| 6M | -12.7% | +15.8% | -28.5% | -18.6% |
| YTD | +18.3% | +31.8% | -13.6% | +3.6% |
| 1Y | +9.0% | +35.4% | -26.4% | -5.6% |
| 3Y | +281.2% | +59.2% | +221.9% | +196.0% |
| 5Y | +321.9% | +41.2% | +280.7% | +237.6% |
| All | +839.0% | +215.9% | +623.1% | +395.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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