+307.2%
IBKR vs MAS
+59.7%
+247.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.3% | +0.5% |
| 7D | +7.9% | +3.0% | +4.9% | +7.2% |
| 30D | -2.8% | +22.4% | -25.2% | -7.3% |
| 3M | -10.5% | +14.5% | -24.9% | -13.3% |
| 6M | -3.7% | +27.1% | -30.9% | -9.6% |
| YTD | +27.6% | +35.8% | -8.2% | +16.6% |
| 1Y | +22.5% | +39.4% | -16.9% | +11.2% |
| 3Y | +307.2% | +60.3% | +247.0% | +293.6% |
| All | +307.2% | +59.7% | +247.5% | +293.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling