+707.3%
IYR vs MAS
+803.0%
-95.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.4% | +1.7% | -0.3% |
| 7D | +2.8% | +4.6% | -1.8% | +0.9% |
| 30D | +7.3% | +19.9% | -12.5% | -0.3% |
| 3M | -2.0% | +8.9% | -10.9% | -5.7% |
| 6M | +1.5% | +20.2% | -18.6% | -6.9% |
| YTD | +10.5% | +33.9% | -23.3% | -4.2% |
| 1Y | +10.5% | +34.7% | -24.1% | -4.5% |
| 3Y | +37.4% | +60.4% | -22.9% | +8.2% |
| 5Y | +5.9% | +43.5% | -37.6% | -14.5% |
| 10Y | +85.0% | +226.7% | -141.7% | +2.7% |
| All | +707.3% | +803.0% | -95.7% | +135.0% |
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 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