+222.1%
MAS vs IVZ
+48.5%
+173.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -8.0% | +4.6% | -0.3% |
| 7D | +4.6% | -6.7% | +11.2% | +7.3% |
| 30D | +19.9% | -10.9% | +30.7% | +25.2% |
| 3M | +8.9% | -14.8% | +23.7% | +15.6% |
| 6M | +20.2% | +2.4% | +17.8% | +18.2% |
| YTD | +33.9% | +5.4% | +28.5% | +29.7% |
| 1Y | +34.7% | +19.6% | +15.1% | +23.9% |
| 3Y | +60.4% | +122.4% | -62.1% | +12.5% |
| 5Y | +43.5% | +28.8% | +14.7% | +20.0% |
| All | +222.1% | +48.5% | +173.6% | +137.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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