+584.1%
MA vs IAU
+210.5%
+373.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.5% | -1.1% |
| 7D | -0.5% | -5.5% | +5.0% | -0.3% |
| 30D | +7.9% | -7.0% | +14.9% | +8.2% |
| 3M | +16.8% | -12.3% | +29.0% | +17.3% |
| 6M | +31.0% | -17.9% | +48.9% | +32.1% |
| YTD | +15.0% | -10.3% | +25.4% | +14.9% |
| 1Y | +17.0% | -7.9% | +24.9% | +16.6% |
| 3Y | +68.5% | +98.7% | -30.2% | +53.9% |
| 5Y | +85.0% | +105.0% | -20.1% | +66.3% |
| All | +584.1% | +210.5% | +373.6% | +521.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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