+9.0%
IYR vs MAS
+39.3%
-30.4%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -1.2% | -1.8% | +0.6% | -0.9% |
| 30D | +6.1% | +23.6% | -17.5% | +2.4% |
| 3M | +0.9% | +12.4% | -11.5% | -1.2% |
| 6M | +1.2% | +21.9% | -20.7% | -2.9% |
| YTD | +11.1% | +36.1% | -25.0% | +3.2% |
| 1Y | +9.0% | +39.5% | -30.5% | +0.6% |
| All | +9.0% | +39.3% | -30.4% | +0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling