+542.0%
MS vs IAU
+210.9%
+331.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +5.1% | -4.6% | +9.7% | +5.3% |
| 30D | +5.7% | -5.4% | +11.1% | +5.9% |
| 3M | -12.2% | -10.9% | -1.3% | -11.9% |
| 6M | -0.5% | -17.4% | +16.9% | -0.5% |
| YTD | +9.8% | -10.2% | +20.0% | +10.5% |
| 1Y | +17.7% | -7.1% | +24.8% | +18.6% |
| 3Y | +176.8% | +97.7% | +79.1% | +196.3% |
| 5Y | +123.7% | +105.3% | +18.4% | +137.9% |
| All | +542.0% | +210.9% | +331.1% | +739.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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