+89.1%
IYR vs MAS
+219.2%
-130.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.3% |
| 7D | +2.1% | +3.6% | -1.5% | +0.7% |
| 30D | +7.2% | +23.8% | -16.7% | -1.6% |
| 3M | +0.4% | +14.4% | -14.0% | -5.1% |
| 6M | +1.4% | +19.7% | -18.3% | -6.8% |
| YTD | +11.3% | +36.0% | -24.6% | -4.2% |
| 1Y | +10.5% | +40.4% | -29.9% | -6.3% |
| 3Y | +41.7% | +58.9% | -17.2% | +10.9% |
| 5Y | +7.1% | +44.5% | -37.4% | -14.7% |
| 10Y | +89.1% | +214.8% | -125.7% | +9.0% |
| All | +89.1% | +219.2% | -130.2% | +9.0% |
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