+47.4%
MAS vs IWD
+74.7%
-27.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.6% | +3.0% | +2.1% |
| 7D | +14.2% | +2.5% | +11.6% | +10.4% |
| 30D | +26.8% | +6.0% | +20.9% | +17.4% |
| 3M | +13.1% | +3.8% | +9.4% | +7.8% |
| 6M | +27.9% | +16.3% | +11.6% | +4.8% |
| YTD | +38.7% | +27.5% | +11.2% | +1.0% |
| 1Y | +40.4% | +32.8% | +7.6% | -3.1% |
| 3Y | +66.1% | +84.3% | -18.2% | -24.7% |
| 5Y | +47.4% | +75.7% | -28.3% | -27.9% |
| All | +47.4% | +74.7% | -27.3% | -27.9% |
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