+69.2%
IYR vs MSI
+593.5%
-524.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.8% |
| 7D | -0.9% | -4.0% | +3.1% | +0.7% |
| 30D | -2.4% | -0.5% | -1.9% | -2.3% |
| 3M | -2.0% | +11.4% | -13.4% | -6.7% |
| 6M | +2.5% | +1.0% | +1.5% | +1.1% |
| YTD | +8.3% | +20.7% | -12.3% | -1.4% |
| 1Y | +6.5% | -2.7% | +9.1% | +6.1% |
| 3Y | +29.3% | +68.2% | -38.9% | -1.3% |
| 5Y | +5.7% | +100.0% | -94.3% | -26.7% |
| 10Y | +69.2% | +596.9% | -527.6% | -16.7% |
| All | +69.2% | +593.5% | -524.3% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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