+776.1%
IVV vs MAS
+638.8%
+137.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -1.0% |
| 7D | +0.1% | -0.8% | +0.9% | +0.3% |
| 30D | +0.1% | -5.6% | +5.6% | +1.8% |
| 3M | +2.0% | +4.4% | -2.5% | -0.2% |
| 6M | +13.0% | +7.2% | +5.8% | +9.1% |
| YTD | +13.6% | +16.1% | -2.5% | +6.3% |
| 1Y | +20.1% | +0.1% | +20.0% | +17.6% |
| 3Y | +77.6% | +28.3% | +49.3% | +57.1% |
| 5Y | +82.5% | +30.5% | +52.0% | +58.1% |
| 10Y | +316.5% | +139.1% | +177.4% | +188.8% |
| All | +776.1% | +638.8% | +137.3% | +241.1% |
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