+15,614.6%
MA vs IRM
+1,109.0%
+14,505.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.8% |
| 7D | +2.3% | -8.6% | +10.9% | +5.5% |
| 30D | +14.7% | -8.0% | +22.6% | +17.8% |
| 3M | +13.5% | -12.0% | +25.5% | +18.1% |
| 6M | +33.1% | -18.2% | +51.3% | +41.3% |
| YTD | +15.1% | +31.4% | -16.3% | +0.1% |
| 1Y | +18.7% | +9.2% | +9.6% | +10.7% |
| 3Y | +72.1% | +94.6% | -22.5% | +22.4% |
| 5Y | +92.8% | +170.2% | -77.4% | +16.9% |
| 10Y | +571.6% | +464.3% | +107.3% | +179.8% |
| All | +15,614.6% | +1,109.0% | +14,505.7% | +4,178.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling