+578.8%
MS vs IRM
+480.4%
+98.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.1% | -0.9% | +1.4% |
| 7D | +0.7% | -3.8% | +4.5% | +2.3% |
| 30D | -0.9% | -3.2% | +2.3% | +0.3% |
| 3M | -13.0% | -7.8% | -5.2% | -10.3% |
| 6M | -2.0% | -12.7% | +10.7% | +3.1% |
| YTD | +7.8% | +36.7% | -28.9% | -7.4% |
| 1Y | +17.9% | +10.0% | +7.8% | +10.9% |
| 3Y | +174.8% | +107.2% | +67.6% | +87.8% |
| 5Y | +119.9% | +181.6% | -61.7% | +28.2% |
| 10Y | +578.8% | +481.1% | +97.7% | +191.0% |
| All | +578.8% | +480.4% | +98.4% | +191.0% |
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