+174.8%
MS vs IAU
+110.6%
+64.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.8% | +1.3% | +2.8% |
| 7D | +0.7% | +4.9% | -4.2% | -0.1% |
| 30D | -0.9% | -1.4% | +0.4% | -0.8% |
| 3M | -13.0% | -4.8% | -8.2% | -12.4% |
| 6M | -2.0% | -12.5% | +10.5% | -0.8% |
| YTD | +7.8% | -4.2% | +12.0% | +8.0% |
| 1Y | +17.9% | +3.1% | +14.7% | +17.5% |
| 3Y | +174.8% | +110.0% | +64.8% | +133.1% |
| All | +174.8% | +110.6% | +64.2% | +133.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling