+4.8%
IYR vs MSI
+100.4%
-95.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.3% |
| 7D | -0.4% | -5.8% | +5.4% | +1.7% |
| 30D | -2.5% | -1.0% | -1.5% | -2.3% |
| 3M | +1.5% | +14.2% | -12.7% | -3.8% |
| 6M | +3.9% | +1.0% | +2.8% | +2.8% |
| YTD | +9.5% | +21.5% | -11.9% | +0.1% |
| 1Y | +7.5% | -2.1% | +9.6% | +7.4% |
| 3Y | +30.8% | +69.3% | -38.5% | -2.0% |
| 5Y | +4.8% | +99.3% | -94.5% | -29.5% |
| All | +4.8% | +100.4% | -95.6% | -29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling