+169.2%
IWM vs MAS
+137.9%
+31.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | -0.6% |
| 7D | +0.1% | -0.8% | +0.8% | +0.4% |
| 30D | -1.3% | -5.6% | +4.3% | +1.4% |
| 3M | +1.6% | +4.4% | -2.8% | -1.7% |
| 6M | +13.6% | +7.2% | +6.4% | +7.5% |
| YTD | +20.8% | +16.1% | +4.6% | +8.9% |
| 1Y | +26.4% | +0.1% | +26.3% | +22.6% |
| 3Y | +60.7% | +28.3% | +32.4% | +34.3% |
| 5Y | +38.2% | +30.5% | +7.7% | +11.9% |
| All | +169.2% | +137.9% | +31.3% | +57.3% |
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