+700.6%
IYR vs MAS
+683.1%
+17.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -1.4% |
| 7D | -1.2% | -0.8% | -0.5% | -1.0% |
| 30D | -2.9% | -5.6% | +2.7% | -0.8% |
| 3M | +0.8% | +4.4% | -3.6% | -1.9% |
| 6M | +1.9% | +7.2% | -5.4% | -2.7% |
| YTD | +9.6% | +16.1% | -6.5% | +0.9% |
| 1Y | +8.1% | +0.1% | +8.0% | +5.3% |
| 3Y | +29.2% | +28.3% | +0.9% | +11.4% |
| 5Y | +4.3% | +30.5% | -26.2% | -12.5% |
| 10Y | +64.7% | +139.1% | -74.4% | +3.5% |
| All | +700.6% | +683.1% | +17.4% | +147.3% |
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