+873.9%
MAS vs IOVA
-91.6%
+965.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.8% |
| 7D | -0.8% | +9.7% | -10.5% | -1.0% |
| 30D | -5.6% | +102.5% | -108.1% | -7.4% |
| 3M | +4.4% | +100.7% | -96.2% | +2.3% |
| 6M | +7.2% | +106.3% | -99.1% | +4.7% |
| YTD | +16.1% | +222.0% | -205.9% | +11.9% |
| 1Y | +0.1% | +299.5% | -299.4% | -4.3% |
| 3Y | +28.3% | +42.9% | -14.6% | +23.3% |
| 5Y | +30.5% | -65.0% | +95.4% | +27.0% |
| 10Y | +139.1% | +10.3% | +128.8% | +126.4% |
| All | +873.9% | -91.6% | +965.5% | +734.6% |
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