+2.7%
IWM vs MAS
+24.1%
-21.4%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.6% | -4.1% | +0.2% |
| 7D | +1.0% | +14.2% | -13.2% | -2.3% |
| 30D | +0.2% | +26.8% | -26.6% | -5.6% |
| 3M | -5.6% | +13.1% | -18.7% | -8.6% |
| 6M | +2.7% | +27.9% | -25.2% | -6.2% |
| All | +2.7% | +24.1% | -21.4% | -6.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling