+16.2%
MS vs IAU
-1.6%
+17.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.9% | +1.0% |
| 7D | +0.8% | +2.8% | -2.0% | 0.0% |
| 30D | -0.7% | -4.0% | +3.3% | +0.3% |
| 3M | -12.4% | -8.2% | -4.2% | -10.6% |
| 6M | -1.7% | -14.8% | +13.0% | +0.6% |
| YTD | +8.0% | -6.7% | +14.7% | +4.1% |
| 1Y | +16.2% | -2.2% | +18.4% | +4.2% |
| All | +16.2% | -1.6% | +17.8% | +4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling