+23.9%
IP vs MAS
+29.0%
-5.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.8% | +0.4% | +1.2% |
| 7D | -5.3% | -0.8% | -4.5% | -4.8% |
| 30D | -10.9% | -5.6% | -5.3% | -8.1% |
| 3M | +11.2% | +4.4% | +6.7% | +8.7% |
| 6M | -10.2% | +7.2% | -17.4% | -14.1% |
| YTD | -2.0% | +16.1% | -18.1% | -10.0% |
| 1Y | -19.1% | +0.1% | -19.2% | -20.6% |
| All | +23.9% | +29.0% | -5.1% | +10.4% |
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