+217.1%
MAS vs IAG
+365.5%
-148.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +7.2% | -8.7% | -1.9% |
| 7D | +2.4% | +21.4% | -19.1% | +1.3% |
| 30D | +19.8% | +4.0% | +15.8% | +19.4% |
| 3M | +9.8% | +17.0% | -7.2% | +8.7% |
| 6M | +15.8% | +1.4% | +14.4% | +15.2% |
| YTD | +31.8% | +13.8% | +18.1% | +30.0% |
| 1Y | +35.4% | +55.8% | -20.4% | +31.5% |
| 3Y | +59.2% | +647.4% | -588.2% | +40.5% |
| 5Y | +41.2% | +519.1% | -477.9% | +21.6% |
| All | +217.1% | +365.5% | -148.4% | +167.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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