+813.0%
IBKR vs MAS
+219.2%
+593.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.5% |
| 7D | +0.2% | +3.6% | -3.4% | -1.2% |
| 30D | -11.7% | +23.8% | -35.5% | -18.8% |
| 3M | -14.3% | +14.4% | -28.8% | -18.9% |
| 6M | -7.9% | +19.7% | -27.7% | -15.2% |
| YTD | +21.0% | +36.0% | -14.9% | +4.8% |
| 1Y | +9.5% | +40.4% | -30.8% | -6.4% |
| 3Y | +282.8% | +58.9% | +223.8% | +198.5% |
| 5Y | +335.2% | +44.5% | +290.6% | +245.9% |
| 10Y | +813.0% | +214.8% | +598.3% | +386.0% |
| All | +813.0% | +219.2% | +593.8% | +386.0% |
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