+34.7%
MAS vs IAG
+42.5%
-7.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.6% | -3.5% |
| 7D | +4.6% | +4.5% | 0.0% | +3.9% |
| 30D | +19.9% | -5.7% | +25.5% | +20.3% |
| 3M | +8.9% | +10.1% | -1.2% | +7.2% |
| 6M | +20.2% | +7.3% | +12.9% | +18.2% |
| YTD | +33.9% | +6.1% | +27.8% | +33.6% |
| 1Y | +34.7% | +46.8% | -12.2% | +30.2% |
| All | +34.7% | +42.5% | -7.8% | +30.2% |
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