+1,214.7%
MAS vs IRM
+10,199.0%
-8,984.3%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.7% | +4.0% | +5.0% |
| 7D | +14.2% | +2.6% | +11.6% | +13.1% |
| 30D | +26.8% | +5.6% | +21.2% | +24.2% |
| 3M | +13.1% | -4.7% | +17.9% | +14.6% |
| 6M | +27.9% | -6.1% | +34.0% | +30.1% |
| YTD | +38.7% | +46.3% | -7.7% | +19.3% |
| 1Y | +40.4% | +18.7% | +21.7% | +29.8% |
| 3Y | +66.1% | +111.5% | -45.4% | +22.0% |
| 5Y | +47.4% | +210.3% | -162.8% | -6.2% |
| 10Y | +238.3% | +528.6% | -290.3% | +61.0% |
| All | +1,214.7% | +10,199.0% | -8,984.3% | +329.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling