+25.3%
MS vs IRE
-97.0%
+122.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -23.2% | +27.5% | +5.4% |
| 7D | +2.6% | -46.8% | +49.5% | +5.3% |
| 30D | +2.6% | -75.5% | +78.1% | +8.8% |
| 3M | -10.1% | -79.4% | +69.3% | -4.7% |
| 6M | +4.4% | -91.3% | +95.6% | +11.4% |
| YTD | +11.7% | -90.8% | +102.6% | +14.4% |
| 1Y | +20.9% | -97.7% | +118.7% | +29.0% |
| All | +25.3% | -97.0% | +122.3% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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