+35.4%
MAS vs IAG
+55.8%
-20.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +7.2% | -8.7% | -2.3% |
| 7D | +2.4% | +21.4% | -19.1% | +0.1% |
| 30D | +19.8% | +4.0% | +15.8% | +18.9% |
| 3M | +9.8% | +17.0% | -7.2% | +7.4% |
| 6M | +15.8% | +1.4% | +14.4% | +14.1% |
| YTD | +31.8% | +13.8% | +18.1% | +30.5% |
| 1Y | +35.4% | +55.8% | -20.4% | +30.0% |
| All | +35.4% | +55.8% | -20.4% | +30.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling