+7.0%
IBKR vs MAS
+34.7%
-27.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.5% | +5.8% | +4.5% |
| 7D | -1.4% | +2.4% | -3.8% | -1.8% |
| 30D | -13.6% | +19.8% | -33.4% | -16.7% |
| 3M | -11.8% | +9.8% | -21.6% | -13.6% |
| 6M | -12.7% | +15.8% | -28.5% | -15.7% |
| YTD | +18.3% | +31.8% | -13.6% | +6.4% |
| All | +7.0% | +34.7% | -27.7% | -5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling