+571.1%
MAS vs IBN
+1,532.9%
-961.8%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.0% |
| 7D | -0.8% | +1.4% | -2.2% | -1.1% |
| 30D | -5.6% | -0.3% | -5.2% | -5.5% |
| 3M | +4.4% | +17.1% | -12.7% | +0.3% |
| 6M | +7.2% | +3.4% | +3.8% | +6.3% |
| YTD | +16.1% | +2.5% | +13.6% | +15.4% |
| 1Y | +0.1% | -4.2% | +4.3% | +1.0% |
| 3Y | +28.3% | +32.4% | -4.1% | +18.2% |
| 5Y | +30.5% | +59.2% | -28.7% | +14.0% |
| 10Y | +139.1% | +345.7% | -206.5% | +50.1% |
| All | +571.1% | +1,532.9% | -961.8% | +198.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling