+10.6%
IOT vs MAS
+40.8%
-30.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.6% | -1.5% | +4.1% |
| 7D | -0.5% | +14.2% | -14.6% | -0.5% |
| 30D | +1.0% | +26.8% | -25.8% | +0.9% |
| 3M | +10.9% | +13.1% | -2.2% | +10.2% |
| 6M | +39.9% | +27.9% | +12.0% | +41.5% |
| YTD | +20.8% | +38.7% | -17.9% | +22.9% |
| 1Y | +10.6% | +40.4% | -29.8% | +10.1% |
| All | +10.6% | +40.8% | -30.2% | +10.1% |
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