+810.2%
MS vs IAG
+371.9%
+438.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.4% |
| 7D | +1.4% | -0.5% | +1.9% | +1.4% |
| 30D | -0.3% | +28.9% | -29.1% | -1.7% |
| 3M | +0.3% | +19.1% | -18.8% | -0.8% |
| 6M | +31.3% | -10.3% | +41.6% | +31.3% |
| YTD | +24.7% | +24.2% | +0.5% | +22.5% |
| 1Y | +47.9% | +116.5% | -68.6% | +41.8% |
| 3Y | +178.3% | +742.8% | -564.5% | +151.3% |
| 5Y | +144.9% | +753.3% | -608.4% | +116.3% |
| All | +810.2% | +371.9% | +438.4% | +709.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling