+67.5%
MAS vs IBB
+84.9%
-17.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.6% | +3.0% | +4.1% |
| 7D | +14.2% | +2.2% | +12.0% | +12.7% |
| 30D | +26.8% | +6.3% | +20.5% | +21.9% |
| 3M | +13.1% | +16.3% | -3.2% | +2.2% |
| 6M | +27.9% | +30.0% | -2.1% | +7.2% |
| YTD | +38.7% | +31.1% | +7.5% | +14.8% |
| 1Y | +40.4% | +42.0% | -1.6% | +9.8% |
| All | +67.5% | +84.9% | -17.4% | +5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling