+67.5%
MA vs IYR
+5.6%
+61.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -1.8% | -0.4% | -1.4% | -1.5% |
| 30D | +1.4% | -2.5% | +3.9% | +3.0% |
| 3M | +17.7% | +1.5% | +16.3% | +16.6% |
| 6M | +9.7% | +3.9% | +5.8% | +6.7% |
| YTD | +0.5% | +9.5% | -9.0% | -5.8% |
| 1Y | -2.1% | +7.5% | -9.5% | -7.0% |
| 3Y | +40.1% | +30.8% | +9.3% | +14.6% |
| 5Y | +67.5% | +4.8% | +62.7% | +68.4% |
| All | +67.5% | +5.6% | +61.9% | +68.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling