+264.4%
IQV vs MAS
+214.9%
+49.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.2% | +3.4% |
| 7D | +1.7% | +2.4% | -0.7% | +0.2% |
| 30D | +5.3% | +19.8% | -14.5% | -4.4% |
| 3M | +17.0% | +9.8% | +7.1% | +10.5% |
| 6M | +54.0% | +15.8% | +38.3% | +40.0% |
| YTD | +20.6% | +31.8% | -11.2% | -0.1% |
| 1Y | +28.9% | +35.4% | -6.5% | +5.1% |
| 3Y | +37.0% | +59.2% | -22.2% | -0.3% |
| 5Y | +10.0% | +41.2% | -31.3% | -16.3% |
| All | +264.4% | +214.9% | +49.5% | +73.3% |
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