+76.1%
IVV vs MAS
+48.4%
+27.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.6% | -4.0% | -0.1% |
| 7D | -0.7% | +14.2% | -14.9% | -4.8% |
| 30D | -1.0% | +26.8% | -27.9% | -8.4% |
| 3M | -0.3% | +13.1% | -13.4% | -4.5% |
| 6M | +7.4% | +27.9% | -20.6% | -2.0% |
| YTD | +13.4% | +38.7% | -25.3% | -0.6% |
| 1Y | +14.8% | +40.4% | -25.6% | 0.0% |
| 3Y | +83.3% | +66.1% | +17.2% | +43.9% |
| 5Y | +76.1% | +47.4% | +28.7% | +43.6% |
| All | +76.1% | +48.4% | +27.7% | +43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling