+6.7%
IYR vs MSI
+127.9%
-121.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.7% |
| 7D | -1.2% | +7.7% | -8.9% | -3.9% |
| 30D | +6.1% | +19.9% | -13.8% | -0.7% |
| 3M | +0.9% | +14.9% | -14.0% | -4.2% |
| 6M | +1.2% | +37.2% | -36.1% | -10.6% |
| YTD | +11.1% | +40.8% | -29.7% | -3.8% |
| 1Y | +9.0% | +38.1% | -29.2% | -5.0% |
| 3Y | +41.4% | +77.7% | -36.3% | +5.4% |
| 5Y | +6.7% | +129.0% | -122.4% | -32.2% |
| All | +6.7% | +127.9% | -121.3% | -32.2% |
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