+140.2%
MAS vs IRM
+418.8%
-278.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +1.1% |
| 7D | -0.8% | -0.5% | -0.3% | -0.6% |
| 30D | -5.6% | -8.1% | +2.5% | -2.5% |
| 3M | +4.4% | -9.7% | +14.1% | +8.4% |
| 6M | +7.2% | +10.0% | -2.8% | +2.0% |
| YTD | +16.1% | +43.0% | -26.9% | -1.5% |
| 1Y | +0.1% | +32.7% | -32.6% | -13.1% |
| 3Y | +28.3% | +102.7% | -74.4% | -10.4% |
| 5Y | +30.5% | +187.6% | -157.1% | -22.4% |
| All | +140.2% | +418.8% | -278.6% | +8.4% |
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