+5.4%
IYR vs MAS
+39.2%
-33.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | +0.1% |
| 7D | +2.0% | +2.0% | 0.0% | +1.2% |
| 30D | +8.2% | +19.4% | -11.2% | +1.4% |
| 3M | -1.7% | +9.4% | -11.2% | -5.2% |
| 6M | -0.4% | +15.3% | -15.7% | -6.7% |
| YTD | +9.9% | +31.3% | -21.4% | -3.5% |
| 1Y | +10.4% | +34.9% | -24.4% | -4.2% |
| 3Y | +38.4% | +58.6% | -20.1% | +7.9% |
| All | +5.4% | +39.2% | -33.7% | -14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling