+1.8%
MA vs IRE
-84.4%
+86.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +14.0% | -15.1% | -0.8% |
| 7D | -2.7% | +54.8% | -57.5% | -1.7% |
| 30D | +1.5% | +18.4% | -16.9% | +2.2% |
| 3M | +20.4% | -66.7% | +87.2% | +18.8% |
| 6M | +11.1% | -52.3% | +63.5% | +11.2% |
| YTD | +2.0% | -52.3% | +54.3% | +2.2% |
| All | +1.8% | -84.4% | +86.2% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling