+15,689.5%
MA vs IYR
+218.1%
+15,471.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.1% | -0.5% |
| 7D | -0.3% | +2.3% | -2.6% | -1.7% |
| 30D | +11.3% | +7.4% | +3.9% | +6.6% |
| 3M | +16.7% | -0.7% | +17.4% | +17.2% |
| 6M | +32.8% | +1.6% | +31.1% | +31.3% |
| YTD | +15.6% | +11.6% | +4.1% | +7.5% |
| 1Y | +19.6% | +10.5% | +9.1% | +11.9% |
| 3Y | +72.1% | +43.4% | +28.7% | +35.3% |
| 5Y | +96.0% | +6.8% | +89.2% | +84.7% |
| 10Y | +554.8% | +86.0% | +468.8% | +342.9% |
| All | +15,689.5% | +218.1% | +15,471.5% | +7,968.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling