+475.3%
MAS vs IAG
+377.5%
+97.8%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.2% | +4.0% | +2.0% |
| 7D | -0.8% | -0.5% | -0.2% | -0.7% |
| 30D | -5.6% | +28.9% | -34.4% | -7.5% |
| 3M | +4.4% | +19.1% | -14.7% | +2.7% |
| 6M | +7.2% | -10.3% | +17.5% | +7.4% |
| YTD | +16.1% | +24.2% | -8.1% | +13.0% |
| 1Y | +0.1% | +116.5% | -116.4% | -6.9% |
| 3Y | +28.3% | +742.8% | -714.5% | +4.6% |
| 5Y | +30.5% | +753.3% | -722.9% | +2.8% |
| 10Y | +139.1% | +403.2% | -264.1% | +84.0% |
| All | +475.3% | +377.5% | +97.8% | +313.2% |
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 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