+363.6%
IGV vs MAS
+215.0%
+148.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | +2.3% | +3.0% | -0.7% | +1.1% |
| 30D | -6.0% | +22.4% | -28.4% | -13.7% |
| 3M | -4.8% | +14.5% | -19.3% | -10.3% |
| 6M | +14.2% | +27.1% | -12.9% | +1.7% |
| YTD | -4.2% | +35.8% | -40.0% | -18.8% |
| 1Y | -5.3% | +39.4% | -44.7% | -20.9% |
| 3Y | +38.8% | +60.3% | -21.5% | +4.5% |
| 5Y | +14.2% | +39.4% | -25.2% | -10.1% |
| All | +363.6% | +215.0% | +148.6% | +141.3% |
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