+305.2%
IVV vs MAS
+219.8%
+85.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.4% | -1.0% | -3.1% |
| 7D | -4.8% | +4.6% | -9.3% | -6.4% |
| 30D | -5.9% | +19.9% | -25.8% | -12.4% |
| 3M | -4.5% | +8.9% | -13.4% | -8.0% |
| 6M | +1.8% | +20.2% | -18.3% | -6.4% |
| YTD | +8.4% | +33.9% | -25.5% | -5.8% |
| 1Y | +9.4% | +34.7% | -25.3% | -5.3% |
| 3Y | +75.3% | +60.4% | +14.9% | +36.1% |
| 5Y | +67.8% | +43.5% | +24.3% | +33.5% |
| All | +305.2% | +219.8% | +85.3% | +129.5% |
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