+1,023.0%
MAS vs IOVA
-92.6%
+1,115.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -11.0% | +7.6% | -3.2% |
| 7D | +4.6% | -19.0% | +23.6% | +5.0% |
| 30D | +19.9% | -40.3% | +60.2% | +20.9% |
| 3M | +8.9% | +78.3% | -69.4% | +6.6% |
| 6M | +20.2% | +94.5% | -74.3% | +17.1% |
| YTD | +33.9% | +183.5% | -149.6% | +28.7% |
| 1Y | +34.7% | +327.6% | -293.0% | +27.9% |
| 3Y | +60.4% | +83.8% | -23.5% | +52.8% |
| 5Y | +43.5% | -69.0% | +112.5% | +39.4% |
| 10Y | +226.7% | +33.4% | +193.2% | +207.8% |
| All | +1,023.0% | -92.6% | +1,115.6% | +860.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling