+159.0%
IWM vs MAS
+219.8%
-60.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.4% | -1.1% | -2.9% |
| 7D | -4.6% | +4.6% | -9.1% | -6.7% |
| 30D | -3.7% | +19.9% | -23.6% | -12.1% |
| 3M | -9.4% | +8.9% | -18.3% | -13.6% |
| 6M | -3.6% | +20.2% | -23.8% | -13.4% |
| YTD | +10.8% | +33.9% | -23.1% | -7.3% |
| 1Y | +11.9% | +34.7% | -22.8% | -6.8% |
| 3Y | +60.6% | +60.4% | +0.2% | +19.4% |
| 5Y | +19.2% | +43.5% | -24.2% | -8.2% |
| All | +159.0% | +219.8% | -60.8% | +31.2% |
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