-8.4%
IP vs MAS
+48.4%
-56.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.6% | -4.1% | -1.4% |
| 7D | +3.4% | +14.2% | -10.8% | -3.6% |
| 30D | +11.2% | +26.8% | -15.6% | -1.9% |
| 3M | -14.8% | +13.1% | -27.9% | -20.2% |
| 6M | +17.3% | +27.9% | -10.6% | +3.1% |
| YTD | -6.2% | +38.7% | -44.8% | -21.5% |
| 1Y | +2.3% | +40.4% | -38.0% | -14.9% |
| 3Y | +17.7% | +66.1% | -48.4% | -12.0% |
| 5Y | -8.4% | +47.4% | -55.8% | -30.4% |
| All | -8.4% | +48.4% | -56.9% | -30.4% |
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 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