+58.9%
MAS vs IRM
+105.2%
-46.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | +3.6% | -5.1% | +8.6% | +5.2% |
| 30D | +23.8% | -3.3% | +27.1% | +24.8% |
| 3M | +14.4% | -8.2% | +22.6% | +17.0% |
| 6M | +19.7% | -12.8% | +32.5% | +24.4% |
| YTD | +36.0% | +36.6% | -0.7% | +20.0% |
| 1Y | +40.4% | +11.9% | +28.5% | +32.6% |
| 3Y | +58.9% | +105.1% | -46.2% | -2.7% |
| All | +58.9% | +105.2% | -46.3% | -2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling