+700.6%
IYR vs MSI
+463.1%
+237.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | -1.2% | -3.7% | +2.4% | -0.2% |
| 30D | -2.9% | +6.8% | -9.7% | -4.9% |
| 3M | +0.8% | +14.3% | -13.5% | -3.4% |
| 6M | +1.9% | -1.6% | +3.4% | +1.6% |
| YTD | +9.6% | +22.8% | -13.2% | +2.3% |
| 1Y | +8.1% | -1.1% | +9.2% | +7.3% |
| 3Y | +29.2% | +70.5% | -41.3% | +8.1% |
| 5Y | +4.3% | +102.8% | -98.5% | -17.6% |
| 10Y | +64.7% | +597.4% | -532.7% | -9.2% |
| All | +700.6% | +463.1% | +237.5% | +211.4% |
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