+92.3%
MA vs IRM
+168.2%
-75.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.7% |
| 7D | +2.3% | -8.6% | +10.9% | +4.3% |
| 30D | +14.7% | -8.0% | +22.6% | +16.6% |
| 3M | +13.5% | -12.0% | +25.5% | +16.4% |
| 6M | +33.1% | -18.2% | +51.3% | +38.4% |
| YTD | +15.1% | +31.4% | -16.3% | +3.3% |
| 1Y | +18.7% | +9.2% | +9.6% | +12.7% |
| 3Y | +72.1% | +94.6% | -22.5% | +26.3% |
| All | +92.3% | +168.2% | -75.9% | +18.7% |
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