+42.6%
IYR vs MSI
+77.7%
-35.1%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.5% |
| 7D | -1.2% | +7.7% | -8.9% | -2.8% |
| 30D | +6.1% | +19.9% | -13.8% | +2.0% |
| 3M | +0.9% | +14.9% | -14.0% | -2.1% |
| 6M | +1.2% | +37.2% | -36.1% | -6.0% |
| YTD | +11.1% | +40.8% | -29.7% | +1.8% |
| 1Y | +9.0% | +38.1% | -29.2% | +0.4% |
| All | +42.6% | +77.7% | -35.1% | +13.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling