+15,689.5%
MA vs IAU
+507.7%
+15,181.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.4% | +0.4% |
| 7D | -0.3% | +4.9% | -5.2% | -0.5% |
| 30D | +11.3% | -1.4% | +12.7% | +11.3% |
| 3M | +16.7% | -4.8% | +21.4% | +16.8% |
| 6M | +32.8% | -12.5% | +45.3% | +33.3% |
| YTD | +15.6% | -4.2% | +19.8% | +15.5% |
| 1Y | +19.6% | +3.1% | +16.5% | +19.0% |
| 3Y | +72.1% | +110.0% | -37.9% | +65.3% |
| 5Y | +96.0% | +123.1% | -27.0% | +87.3% |
| 10Y | +554.8% | +216.7% | +338.1% | +519.5% |
| All | +15,689.5% | +507.7% | +15,181.8% | +12,179.1% |
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