+14.8%
MA vs IRE
-97.2%
+112.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +39.6% | -40.1% | +0.5% |
| 7D | +2.3% | -27.2% | +29.5% | +2.0% |
| 30D | +14.7% | -75.1% | +89.8% | +12.0% |
| 3M | +13.5% | -77.9% | +91.4% | +11.0% |
| 6M | +33.1% | -94.6% | +127.7% | +27.6% |
| YTD | +15.1% | -91.5% | +106.6% | +11.9% |
| 1Y | +18.7% | -97.8% | +116.6% | +15.0% |
| All | +14.8% | -97.2% | +112.1% | +11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling