+67.4%
IOT vs MAS
+34.8%
+32.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +0.9% | +3.0% | -2.1% | -0.9% |
| 30D | +1.4% | +22.4% | -21.0% | -10.7% |
| 3M | +0.5% | +14.5% | -13.9% | -7.9% |
| 6M | +50.3% | +27.1% | +23.2% | +25.4% |
| YTD | +16.7% | +35.8% | -19.1% | -11.3% |
| 1Y | +6.8% | +39.4% | -32.6% | -20.8% |
| 3Y | +75.5% | +60.3% | +15.2% | +8.7% |
| All | +67.4% | +34.8% | +32.7% | +37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling