+215.9%
MAS vs IAG
+365.5%
-149.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +7.2% | -9.1% | -2.3% |
| 7D | +2.0% | +21.4% | -19.5% | +0.9% |
| 30D | +19.4% | +4.0% | +15.3% | +19.0% |
| 3M | +9.4% | +17.0% | -7.6% | +8.3% |
| 6M | +15.3% | +1.4% | +13.9% | +14.7% |
| YTD | +31.3% | +13.8% | +17.5% | +29.5% |
| 1Y | +34.9% | +55.8% | -21.0% | +31.0% |
| 3Y | +58.6% | +647.4% | -588.8% | +39.9% |
| 5Y | +40.7% | +519.1% | -478.4% | +21.2% |
| All | +215.9% | +365.5% | -149.6% | +166.6% |
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