+33.5%
IQV vs MAS
+61.2%
-27.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.4% | +3.9% | +1.7% |
| 7D | -3.7% | +4.6% | -8.3% | -5.4% |
| 30D | +1.9% | +19.9% | -18.0% | -5.2% |
| 3M | +12.2% | +8.9% | +3.3% | +8.2% |
| 6M | +50.1% | +20.2% | +30.0% | +37.7% |
| YTD | +17.5% | +33.9% | -16.4% | +0.1% |
| 1Y | +26.1% | +34.7% | -8.6% | +7.0% |
| All | +33.5% | +61.2% | -27.7% | -0.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling