+35.3%
MAS vs IWD
+73.6%
-38.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.7% |
| 7D | -0.8% | -0.3% | -0.5% | -0.4% |
| 30D | -5.6% | +0.6% | -6.1% | -6.3% |
| 3M | +4.4% | +7.2% | -2.8% | -4.5% |
| 6M | +7.2% | +16.2% | -9.0% | -11.6% |
| YTD | +16.1% | +23.3% | -7.2% | -11.3% |
| 1Y | +0.1% | +29.6% | -29.5% | -28.2% |
| 3Y | +28.3% | +70.5% | -42.2% | -34.5% |
| All | +35.3% | +73.6% | -38.3% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 5y: compounded portfolio wealth divided by compounded IWD 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…
5y analysis · Full analysis span regression · 6 months rolling