+215.9%
MAS vs IRM
+456.9%
-241.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -2.3% |
| 7D | +2.0% | -8.6% | +10.6% | +5.5% |
| 30D | +19.4% | -8.0% | +27.4% | +23.0% |
| 3M | +9.4% | -12.0% | +21.4% | +14.4% |
| 6M | +15.3% | -18.2% | +33.5% | +23.9% |
| YTD | +31.3% | +31.4% | 0.0% | +14.8% |
| 1Y | +34.9% | +9.2% | +25.7% | +27.0% |
| 3Y | +58.6% | +94.6% | -36.0% | +12.0% |
| 5Y | +40.7% | +170.2% | -129.5% | -14.3% |
| All | +215.9% | +456.9% | -241.1% | +35.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling