+569.6%
MA vs IYR
+88.9%
+480.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -1.8% | -1.2% | -0.6% | -0.9% |
| 30D | +11.0% | +6.1% | +4.9% | +6.2% |
| 3M | +17.9% | +0.9% | +16.9% | +17.0% |
| 6M | +33.2% | +1.2% | +32.0% | +31.7% |
| YTD | +16.5% | +11.1% | +5.4% | +6.7% |
| 1Y | +19.1% | +9.0% | +10.1% | +10.8% |
| 3Y | +70.6% | +41.4% | +29.2% | +26.4% |
| 5Y | +92.1% | +6.7% | +85.5% | +79.0% |
| 10Y | +569.6% | +87.7% | +481.9% | +313.3% |
| All | +569.6% | +88.9% | +480.7% | +313.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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