+773.8%
IWM vs MAS
+776.8%
-3.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.6% | -4.1% | -0.8% |
| 7D | +1.0% | +14.2% | -13.2% | -4.5% |
| 30D | +0.2% | +26.8% | -26.6% | -9.4% |
| 3M | -5.6% | +13.1% | -18.7% | -10.7% |
| 6M | +2.7% | +27.9% | -25.2% | -8.4% |
| YTD | +16.2% | +38.7% | -22.5% | -0.9% |
| 1Y | +18.9% | +40.4% | -21.4% | +0.9% |
| 3Y | +68.3% | +66.1% | +2.2% | +31.7% |
| 5Y | +26.7% | +47.4% | -20.8% | +2.6% |
| 10Y | +178.1% | +238.3% | -60.2% | +57.9% |
| All | +773.8% | +776.8% | -3.0% | +170.9% |
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