+47.4%
MAS vs IOVA
-65.2%
+112.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.5% | +7.1% | +5.7% |
| 7D | +14.2% | -41.3% | +55.4% | +16.9% |
| 30D | +26.8% | -38.5% | +65.3% | +29.3% |
| 3M | +13.1% | +99.5% | -86.4% | +5.6% |
| 6M | +27.9% | +126.0% | -98.0% | +17.4% |
| YTD | +38.7% | +218.7% | -180.0% | +22.3% |
| 1Y | +40.4% | +378.0% | -337.6% | +18.7% |
| 3Y | +66.1% | +106.7% | -40.5% | +40.2% |
| 5Y | +47.4% | -64.5% | +111.9% | +22.4% |
| All | +47.4% | -65.2% | +112.6% | +22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling