+535.9%
IQV vs MAS
+373.2%
+162.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.2% | -2.2% |
| 7D | +2.3% | -0.8% | +3.1% | +2.6% |
| 30D | +13.4% | -5.6% | +19.0% | +16.3% |
| 3M | +43.3% | +4.4% | +38.8% | +39.1% |
| 6M | +50.5% | +7.2% | +43.3% | +42.9% |
| YTD | +18.8% | +16.1% | +2.7% | +7.4% |
| 1Y | +45.5% | +0.1% | +45.4% | +41.0% |
| 3Y | +19.4% | +28.3% | -8.9% | +1.2% |
| 5Y | +1.7% | +30.5% | -28.7% | -16.0% |
| 10Y | +247.9% | +139.1% | +108.8% | +118.6% |
| All | +535.9% | +373.2% | +162.6% | +248.3% |
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