+92.3%
MA vs IAU
+120.1%
-27.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.5% |
| 7D | +2.3% | +4.7% | -2.4% | +2.2% |
| 30D | +14.7% | -0.9% | +15.6% | +14.6% |
| 3M | +13.5% | -4.4% | +17.9% | +13.5% |
| 6M | +33.1% | -13.5% | +46.6% | +33.5% |
| YTD | +15.1% | -5.9% | +21.0% | +14.3% |
| 1Y | +18.7% | +1.9% | +16.8% | +17.2% |
| 3Y | +72.1% | +104.1% | -32.0% | +52.9% |
| All | +92.3% | +120.1% | -27.8% | +56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling