+212.3%
MAS vs IVZ
+43.7%
+168.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.1% | -0.7% |
| 7D | +3.0% | +7.6% | -4.6% | 0.0% |
| 30D | +22.4% | +4.3% | +18.1% | +20.2% |
| 3M | +14.5% | -9.3% | +23.8% | +18.6% |
| 6M | +27.1% | +5.2% | +21.9% | +23.7% |
| YTD | +35.8% | +13.4% | +22.3% | +27.7% |
| 1Y | +39.4% | +25.4% | +14.0% | +25.9% |
| 3Y | +60.3% | +152.5% | -92.2% | +7.0% |
| 5Y | +39.4% | +36.7% | +2.7% | +13.8% |
| All | +212.3% | +43.7% | +168.7% | +133.0% |
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