+513.2%
MA vs IAG
+401.0%
+112.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -0.7% |
| 7D | -3.5% | +1.7% | -5.2% | -3.6% |
| 30D | +0.8% | +11.4% | -10.7% | +0.3% |
| 3M | +14.8% | +33.0% | -18.2% | +13.3% |
| 6M | +10.0% | -6.0% | +16.0% | +9.9% |
| YTD | -0.1% | +24.6% | -24.7% | -1.8% |
| 1Y | -2.2% | +105.0% | -107.2% | -6.4% |
| 3Y | +39.3% | +837.9% | -798.6% | +22.0% |
| 5Y | +66.3% | +817.0% | -750.6% | +42.6% |
| 10Y | +513.2% | +425.3% | +87.9% | +429.5% |
| All | +513.2% | +401.0% | +112.3% | +429.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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