+140.2%
MAS vs IBB
+132.1%
+8.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.3% |
| 7D | -0.8% | +1.4% | -2.2% | -1.6% |
| 30D | -5.6% | +10.5% | -16.1% | -11.2% |
| 3M | +4.4% | +23.6% | -19.2% | -8.1% |
| 6M | +7.2% | +22.6% | -15.4% | -5.3% |
| YTD | +16.1% | +25.7% | -9.6% | +0.8% |
| 1Y | +0.1% | +51.4% | -51.3% | -22.3% |
| 3Y | +28.3% | +64.4% | -36.1% | -5.6% |
| 5Y | +30.5% | +22.1% | +8.3% | +10.9% |
| All | +140.2% | +132.1% | +8.1% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 10y: compounded portfolio wealth divided by compounded IBB 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…
10y analysis · Full analysis span regression · 6 months rolling