+513.2%
MA vs IRM
+418.7%
+94.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -3.5% | +3.0% | -6.5% | -4.4% |
| 30D | +0.8% | -5.2% | +6.0% | +2.3% |
| 3M | +14.8% | -8.0% | +22.8% | +17.2% |
| 6M | +10.0% | +9.2% | +0.8% | +5.1% |
| YTD | -0.1% | +41.0% | -41.1% | -13.4% |
| 1Y | -2.2% | +23.3% | -25.5% | -11.6% |
| 3Y | +39.3% | +102.8% | -63.6% | +0.3% |
| 5Y | +66.3% | +192.8% | -126.4% | +1.2% |
| 10Y | +513.2% | +439.6% | +73.6% | +166.6% |
| All | +513.2% | +418.7% | +94.5% | +166.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 10y: compounded portfolio wealth divided by compounded IRM 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…
10y analysis · Full analysis span regression · 6 months rolling