+13,824.2%
MA vs IAU
+551.5%
+13,272.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.1% |
| 7D | -2.7% | -0.5% | -2.2% | -2.7% |
| 30D | +1.5% | +4.4% | -2.9% | +1.4% |
| 3M | +20.4% | -1.1% | +21.5% | +20.5% |
| 6M | +11.1% | -13.7% | +24.9% | +11.7% |
| YTD | +2.0% | +2.7% | -0.8% | +1.6% |
| 1Y | -2.2% | +24.6% | -26.8% | -3.4% |
| 3Y | +41.9% | +126.8% | -85.0% | +36.0% |
| 5Y | +75.4% | +139.5% | -64.1% | +67.2% |
| 10Y | +527.5% | +226.3% | +301.3% | +493.2% |
| All | +13,824.2% | +551.5% | +13,272.7% | +10,707.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling