+222.1%
MAS vs IRM
+451.6%
-229.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -11.1% | +7.6% | +1.0% |
| 7D | +4.6% | -10.9% | +15.4% | +9.3% |
| 30D | +19.9% | -9.4% | +29.3% | +24.3% |
| 3M | +8.9% | -16.4% | +25.3% | +16.3% |
| 6M | +20.2% | -18.7% | +38.9% | +29.5% |
| YTD | +33.9% | +30.1% | +3.8% | +17.5% |
| 1Y | +34.7% | +8.5% | +26.1% | +27.1% |
| 3Y | +60.4% | +88.0% | -27.7% | +14.9% |
| 5Y | +43.5% | +167.6% | -124.1% | -12.3% |
| All | +222.1% | +451.6% | -229.5% | +39.1% |
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