+358.8%
IREN vs MSFU
+95.0%
+263.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -4.3% | -3.5% | -5.4% |
| 7D | -19.3% | +4.0% | -23.4% | -22.2% |
| 30D | -43.9% | -2.3% | -41.6% | -43.4% |
| 3M | -49.1% | +7.1% | -56.2% | -52.3% |
| 6M | -67.8% | +48.9% | -116.7% | -76.2% |
| YTD | -47.8% | +2.4% | -50.2% | -53.4% |
| 1Y | -67.2% | -8.1% | -59.1% | -68.5% |
| 3Y | +566.6% | +25.2% | +541.4% | +409.5% |
| All | +358.8% | +95.0% | +263.8% | +139.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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