+25.4%
IP vs MAS
+219.8%
-194.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.4% | -0.5% | -2.1% |
| 7D | -5.0% | +4.6% | -9.5% | -7.3% |
| 30D | +6.5% | +19.9% | -13.3% | -3.6% |
| 3M | -18.0% | +8.9% | -26.9% | -21.9% |
| 6M | +10.3% | +20.2% | -9.8% | -0.4% |
| YTD | -9.9% | +33.9% | -43.8% | -24.0% |
| 1Y | -1.1% | +34.7% | -35.7% | -16.8% |
| 3Y | +13.0% | +60.4% | -47.4% | -15.9% |
| 5Y | -12.3% | +43.5% | -55.7% | -32.6% |
| All | +25.4% | +219.8% | -194.4% | -39.1% |
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 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