+72.1%
MA vs IAG
+621.5%
-549.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.2% | -7.7% | -0.6% |
| 7D | +2.3% | +21.4% | -19.1% | +1.9% |
| 30D | +14.7% | +4.0% | +10.6% | +14.5% |
| 3M | +13.5% | +17.0% | -3.5% | +13.0% |
| 6M | +33.1% | +1.4% | +31.7% | +33.0% |
| YTD | +15.1% | +13.8% | +1.3% | +13.9% |
| 1Y | +18.7% | +55.8% | -37.1% | +15.9% |
| 3Y | +72.1% | +647.4% | -575.3% | +55.3% |
| All | +72.1% | +621.5% | -549.5% | +55.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling