-16.1%
IP vs MAS
+32.0%
-48.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.8% | +0.4% | +1.3% |
| 7D | -5.3% | -0.8% | -4.5% | -4.9% |
| 30D | -10.9% | -5.6% | -5.3% | -8.2% |
| 3M | +11.2% | +4.4% | +6.7% | +8.8% |
| 6M | -10.2% | +7.2% | -17.4% | -13.9% |
| YTD | -2.0% | +16.1% | -18.1% | -9.7% |
| 1Y | -19.1% | +0.1% | -19.2% | -20.1% |
| 3Y | +20.9% | +28.3% | -7.5% | +4.0% |
| All | -16.1% | +32.0% | -48.1% | -29.8% |
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