+706.4%
IYR vs MSI
+539.7%
+166.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | -0.1% | +2.6% | -2.7% | -0.9% |
| 30D | +5.7% | +18.1% | -12.4% | +0.6% |
| 3M | -0.6% | +13.2% | -13.8% | -4.3% |
| 6M | +0.5% | +36.3% | -35.7% | -8.7% |
| YTD | +10.4% | +39.5% | -29.1% | -0.9% |
| 1Y | +9.2% | +36.9% | -27.7% | -1.5% |
| 3Y | +40.5% | +76.1% | -35.6% | +16.5% |
| 5Y | +5.9% | +123.7% | -117.8% | -18.7% |
| 10Y | +86.5% | +664.3% | -577.8% | -0.1% |
| All | +706.4% | +539.7% | +166.7% | +201.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling