+61.7%
MAS vs IVZ
+122.1%
-60.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -8.0% | +4.6% | -0.1% |
| 7D | +4.6% | -6.7% | +11.2% | +7.5% |
| 30D | +19.9% | -10.9% | +30.7% | +25.5% |
| 3M | +8.9% | -14.8% | +23.7% | +16.1% |
| 6M | +20.2% | +2.4% | +17.8% | +18.0% |
| YTD | +33.9% | +5.4% | +28.5% | +29.2% |
| 1Y | +34.7% | +19.6% | +15.1% | +22.9% |
| All | +61.7% | +122.1% | -60.4% | +0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling