+124.8%
MS vs IAU
+114.3%
+10.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.9% | +0.6% |
| 7D | +0.8% | +2.8% | -2.0% | +0.4% |
| 30D | -0.7% | -4.0% | +3.3% | -0.2% |
| 3M | -12.4% | -8.2% | -4.2% | -11.4% |
| 6M | -1.7% | -14.8% | +13.0% | -0.3% |
| YTD | +8.0% | -6.7% | +14.7% | +8.7% |
| 1Y | +16.2% | -2.2% | +18.4% | +16.6% |
| 3Y | +171.3% | +106.7% | +64.6% | +157.1% |
| 5Y | +124.8% | +114.8% | +10.0% | +95.8% |
| All | +124.8% | +114.3% | +10.4% | +95.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling