+233.5%
MAS vs IBN
+331.3%
-97.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.8% | +1.9% | +4.5% |
| 7D | +14.2% | +8.9% | +5.2% | +11.4% |
| 30D | +26.8% | +12.6% | +14.2% | +22.6% |
| 3M | +13.1% | +3.1% | +10.1% | +12.1% |
| 6M | +27.9% | +20.6% | +7.3% | +21.3% |
| YTD | +38.7% | +5.8% | +32.9% | +36.4% |
| 1Y | +40.4% | +3.7% | +36.7% | +38.8% |
| 3Y | +66.1% | +40.3% | +25.8% | +49.2% |
| 5Y | +47.4% | +58.0% | -10.6% | +27.5% |
| All | +233.5% | +331.3% | -97.8% | +122.4% |
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