+33.8%
MAS vs IAG
+746.3%
-712.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.2% | +4.0% | +1.9% |
| 7D | -0.8% | -0.5% | -0.2% | -0.7% |
| 30D | -5.6% | +28.9% | -34.4% | -7.0% |
| 3M | +4.4% | +19.1% | -14.7% | +3.1% |
| 6M | +7.2% | -10.3% | +17.5% | +6.5% |
| YTD | +16.1% | +24.2% | -8.1% | +14.3% |
| 1Y | +0.1% | +116.5% | -116.4% | -3.2% |
| All | +33.8% | +746.3% | -712.5% | +17.5% |
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