+67.5%
MAS vs IAG
+571.9%
-504.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +10.2% | -4.6% | +5.0% |
| 7D | +14.2% | +1.1% | +13.1% | +14.0% |
| 30D | +26.8% | -5.3% | +32.1% | +27.0% |
| 3M | +13.1% | +18.0% | -4.9% | +11.9% |
| 6M | +27.9% | +7.1% | +20.8% | +27.0% |
| YTD | +38.7% | +5.9% | +32.7% | +37.6% |
| 1Y | +40.4% | +59.4% | -19.0% | +37.7% |
| All | +67.5% | +571.9% | -504.5% | +51.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling