+255.9%
IQV vs MAS
+217.4%
+38.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.4% | -0.3% |
| 7D | +4.1% | -1.8% | +5.9% | +4.9% |
| 30D | +4.7% | +23.6% | -18.9% | -6.4% |
| 3M | +12.6% | +12.4% | +0.1% | +5.3% |
| 6M | +58.2% | +21.9% | +36.3% | +40.1% |
| YTD | +21.8% | +36.1% | -14.3% | -0.7% |
| 1Y | +25.6% | +39.5% | -13.9% | +1.0% |
| 3Y | +40.1% | +59.1% | -19.0% | +2.2% |
| 5Y | +8.7% | +44.4% | -35.7% | -18.1% |
| 10Y | +255.9% | +217.0% | +39.0% | +74.3% |
| All | +255.9% | +217.4% | +38.5% | +74.3% |
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