+73.1%
MA vs IRM
+189.3%
-116.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.5% |
| 7D | -2.7% | -0.5% | -2.2% | -2.6% |
| 30D | +1.5% | -8.1% | +9.6% | +3.4% |
| 3M | +20.4% | -9.7% | +30.1% | +22.8% |
| 6M | +11.1% | +10.0% | +1.1% | +6.9% |
| YTD | +2.0% | +43.0% | -41.0% | -9.8% |
| 1Y | -2.2% | +32.7% | -34.8% | -12.0% |
| 3Y | +41.9% | +102.7% | -60.8% | +4.8% |
| All | +73.1% | +189.3% | -116.3% | +11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling