+161.6%
IWM vs MAS
+213.7%
-52.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +1.9% |
| 7D | -2.0% | +2.0% | -4.0% | -3.0% |
| 30D | -1.5% | +19.4% | -20.8% | -9.9% |
| 3M | -8.0% | +9.4% | -17.4% | -12.5% |
| 6M | -4.1% | +15.3% | -19.4% | -12.1% |
| YTD | +11.9% | +31.3% | -19.4% | -5.5% |
| 1Y | +15.0% | +34.9% | -19.8% | -4.4% |
| 3Y | +64.2% | +58.6% | +5.6% | +22.7% |
| 5Y | +20.4% | +40.7% | -20.3% | -6.4% |
| All | +161.6% | +213.7% | -52.1% | +33.7% |
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