+34.7%
MAS vs IRM
+5.2%
+29.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -11.1% | +7.6% | -0.5% |
| 7D | +4.6% | -10.9% | +15.4% | +7.6% |
| 30D | +19.9% | -9.4% | +29.3% | +22.8% |
| 3M | +8.9% | -16.4% | +25.3% | +13.8% |
| 6M | +20.2% | -18.7% | +38.9% | +25.9% |
| YTD | +33.9% | +30.1% | +3.8% | +24.1% |
| 1Y | +34.7% | +8.5% | +26.1% | +29.1% |
| All | +34.7% | +5.2% | +29.4% | +29.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling