+72.1%
MA vs IYR
+40.6%
+31.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.1% | -0.3% |
| 7D | -0.3% | +2.3% | -2.6% | -1.4% |
| 30D | +11.3% | +7.4% | +3.9% | +7.6% |
| 3M | +16.7% | -0.7% | +17.4% | +17.0% |
| 6M | +32.8% | +1.6% | +31.1% | +31.6% |
| YTD | +15.6% | +11.6% | +4.1% | +9.1% |
| 1Y | +19.6% | +10.5% | +9.1% | +13.4% |
| 3Y | +72.1% | +43.4% | +28.7% | +54.2% |
| All | +72.1% | +40.6% | +31.5% | +54.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling