+568.4%
MA vs IRM
+481.3%
+87.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.5% | +0.5% |
| 7D | +1.8% | -5.1% | +6.9% | +3.3% |
| 30D | +11.8% | -3.3% | +15.1% | +12.6% |
| 3M | +17.2% | -8.2% | +25.3% | +19.6% |
| 6M | +33.4% | -12.8% | +46.2% | +37.6% |
| YTD | +16.1% | +36.6% | -20.5% | +1.1% |
| 1Y | +19.9% | +11.9% | +8.0% | +11.9% |
| 3Y | +70.1% | +105.1% | -35.0% | +20.8% |
| 5Y | +89.6% | +182.4% | -92.8% | +15.7% |
| 10Y | +568.4% | +505.1% | +63.3% | +169.8% |
| All | +568.4% | +481.3% | +87.1% | +169.8% |
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