+222.1%
MAS vs IOVA
+29.0%
+193.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -11.0% | +7.6% | -2.7% |
| 7D | +4.6% | -19.0% | +23.6% | +5.9% |
| 30D | +19.9% | -40.3% | +60.2% | +23.0% |
| 3M | +8.9% | +78.3% | -69.4% | +1.4% |
| 6M | +20.2% | +94.5% | -74.3% | +10.1% |
| YTD | +33.9% | +183.5% | -149.6% | +17.1% |
| 1Y | +34.7% | +327.6% | -293.0% | +12.7% |
| 3Y | +60.4% | +83.8% | -23.5% | +33.9% |
| 5Y | +43.5% | -69.0% | +112.5% | +31.1% |
| All | +222.1% | +29.0% | +193.1% | +145.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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