+61.7%
MAS vs IBN
+45.2%
+16.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.1% | -7.5% | -5.0% |
| 7D | +4.6% | +11.7% | -7.1% | +0.2% |
| 30D | +19.9% | +16.1% | +3.8% | +13.4% |
| 3M | +8.9% | +7.0% | +1.9% | +5.9% |
| 6M | +20.2% | +26.1% | -5.9% | +10.8% |
| YTD | +33.9% | +10.1% | +23.8% | +27.9% |
| 1Y | +34.7% | +8.0% | +26.7% | +29.1% |
| All | +61.7% | +45.2% | +16.5% | +46.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling