+18.5%
MA vs IRE
-97.4%
+115.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +12.1% | -11.8% | +0.6% |
| 7D | -1.8% | -15.1% | +13.4% | -1.8% |
| 30D | +11.0% | -71.4% | +82.4% | +8.6% |
| 3M | +17.9% | -81.2% | +99.0% | +14.6% |
| 6M | +33.2% | -93.7% | +126.9% | +27.4% |
| YTD | +16.5% | -92.2% | +108.7% | +12.9% |
| All | +18.5% | -97.4% | +115.8% | +13.5% |
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