+587.1%
MAS vs IAG
+307.3%
+279.8%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +10.2% | -4.6% | +4.9% |
| 7D | +14.2% | +1.1% | +13.1% | +14.0% |
| 30D | +26.8% | -5.3% | +32.1% | +27.2% |
| 3M | +13.1% | +18.0% | -4.9% | +11.4% |
| 6M | +27.9% | +7.1% | +20.8% | +26.6% |
| YTD | +38.7% | +5.9% | +32.7% | +36.5% |
| 1Y | +40.4% | +59.4% | -19.0% | +33.8% |
| 3Y | +66.1% | +571.9% | -505.8% | +37.8% |
| 5Y | +47.4% | +513.0% | -465.6% | +19.2% |
| 10Y | +238.3% | +315.0% | -76.6% | +165.2% |
| All | +587.1% | +307.3% | +279.8% | +398.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling