+529.0%
IQV vs MAS
+445.7%
+83.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.4% | +3.9% | +1.9% |
| 7D | -3.7% | +4.6% | -8.3% | -5.8% |
| 30D | +1.9% | +19.9% | -18.0% | -6.5% |
| 3M | +12.2% | +8.9% | +3.3% | +7.2% |
| 6M | +50.1% | +20.2% | +30.0% | +35.7% |
| YTD | +17.5% | +33.9% | -16.4% | -1.0% |
| 1Y | +26.1% | +34.7% | -8.6% | +5.9% |
| 3Y | +34.3% | +60.4% | -26.1% | +2.3% |
| 5Y | +7.2% | +43.5% | -36.3% | -15.6% |
| 10Y | +264.9% | +226.7% | +38.2% | +104.6% |
| All | +529.0% | +445.7% | +83.3% | +221.1% |
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