+72.1%
MA vs IAU
+103.2%
-31.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.5% |
| 7D | +2.3% | +4.7% | -2.4% | +2.4% |
| 30D | +14.7% | -0.9% | +15.6% | +14.6% |
| 3M | +13.5% | -4.4% | +17.9% | +13.3% |
| 6M | +33.1% | -13.5% | +46.6% | +32.7% |
| YTD | +15.1% | -5.9% | +21.0% | +14.4% |
| 1Y | +18.7% | +1.9% | +16.8% | +17.8% |
| 3Y | +72.1% | +104.1% | -32.0% | +57.5% |
| All | +72.1% | +103.2% | -31.2% | +57.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling