+222.1%
MAS vs IBN
+348.9%
-126.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.1% | -7.5% | -4.6% |
| 7D | +4.6% | +11.7% | -7.1% | +1.2% |
| 30D | +19.9% | +16.1% | +3.8% | +14.7% |
| 3M | +8.9% | +7.0% | +1.9% | +6.6% |
| 6M | +20.2% | +26.1% | -5.9% | +12.3% |
| YTD | +33.9% | +10.1% | +23.8% | +30.0% |
| 1Y | +34.7% | +8.0% | +26.7% | +31.4% |
| 3Y | +60.4% | +46.0% | +14.4% | +42.3% |
| 5Y | +43.5% | +63.9% | -20.4% | +22.7% |
| All | +222.1% | +348.9% | -126.8% | +112.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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