+244.8%
IQV vs MAS
+215.0%
+29.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.3% |
| 7D | -2.5% | +3.0% | -5.5% | -3.9% |
| 30D | +1.2% | +22.4% | -21.2% | -9.1% |
| 3M | +9.8% | +14.5% | -4.7% | +1.7% |
| 6M | +53.8% | +27.1% | +26.7% | +33.2% |
| YTD | +17.6% | +35.8% | -18.1% | -4.0% |
| 1Y | +18.6% | +39.4% | -20.8% | -4.7% |
| 3Y | +36.9% | +60.3% | -23.4% | -0.5% |
| 5Y | +4.1% | +39.4% | -35.3% | -20.1% |
| All | +244.8% | +215.0% | +29.8% | +70.6% |
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