+252.6%
IQV vs MAS
+214.3%
+38.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | +2.4% | +1.2% | +1.2% | +1.7% |
| 30D | +4.0% | +21.6% | -17.6% | -6.3% |
| 3M | +12.2% | +14.1% | -2.0% | +4.1% |
| 6M | +54.9% | +22.6% | +32.3% | +36.7% |
| YTD | +20.3% | +35.4% | -15.2% | -1.7% |
| 1Y | +22.7% | +37.5% | -14.7% | -0.6% |
| 3Y | +38.3% | +58.3% | -20.0% | +1.2% |
| 5Y | +6.5% | +39.1% | -32.6% | -18.2% |
| All | +252.6% | +214.3% | +38.3% | +74.6% |
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