+805.1%
MAS vs IWD
+754.2%
+50.8%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.6% | +3.0% | +2.5% |
| 7D | +14.2% | +2.5% | +11.6% | +10.8% |
| 30D | +26.8% | +6.0% | +20.9% | +18.4% |
| 3M | +13.1% | +3.8% | +9.4% | +8.4% |
| 6M | +27.9% | +16.3% | +11.6% | +7.0% |
| YTD | +38.7% | +27.5% | +11.2% | +4.2% |
| 1Y | +40.4% | +32.8% | +7.6% | +0.4% |
| 3Y | +66.1% | +84.3% | -18.2% | -19.4% |
| 5Y | +47.4% | +75.7% | -28.3% | -23.2% |
| 10Y | +238.3% | +220.9% | +17.4% | -19.4% |
| All | +805.1% | +754.2% | +50.8% | -21.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling