+1,243.5%
MAS vs IVZ
+984.1%
+259.4%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +4.2% | +1.5% | +4.0% |
| 7D | +14.2% | +2.6% | +11.5% | +13.0% |
| 30D | +26.8% | -3.5% | +30.3% | +28.4% |
| 3M | +13.1% | -7.4% | +20.5% | +16.2% |
| 6M | +27.9% | +14.7% | +13.2% | +20.5% |
| YTD | +38.7% | +14.6% | +24.0% | +30.2% |
| 1Y | +40.4% | +30.7% | +9.7% | +25.0% |
| 3Y | +66.1% | +141.8% | -75.7% | +13.5% |
| 5Y | +47.4% | +40.2% | +7.2% | +21.8% |
| 10Y | +238.3% | +65.6% | +172.8% | +132.4% |
| All | +1,243.5% | +984.1% | +259.4% | +423.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling