+545.5%
IQV vs MAS
+435.2%
+110.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.9% | +4.5% | +3.5% |
| 7D | +1.7% | +2.0% | -0.3% | +0.5% |
| 30D | +5.3% | +19.4% | -14.1% | -3.2% |
| 3M | +17.0% | +9.4% | +7.5% | +11.4% |
| 6M | +54.0% | +15.3% | +38.7% | +41.8% |
| YTD | +20.6% | +31.3% | -10.7% | +2.5% |
| 1Y | +28.9% | +34.9% | -5.9% | +8.1% |
| 3Y | +37.0% | +58.6% | -21.6% | +4.8% |
| 5Y | +10.0% | +40.7% | -30.7% | -12.7% |
| 10Y | +274.5% | +220.4% | +54.1% | +111.7% |
| All | +545.5% | +435.2% | +110.3% | +232.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling