+542.0%
MS vs IRM
+520.0%
+22.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.1% |
| 7D | +5.1% | +6.8% | -1.7% | +2.2% |
| 30D | +5.7% | +2.6% | +3.1% | +4.4% |
| 3M | -12.2% | -9.5% | -2.7% | -8.8% |
| 6M | -0.5% | -8.5% | +8.0% | +2.6% |
| YTD | +9.8% | +40.3% | -30.5% | -6.7% |
| 1Y | +17.7% | +28.7% | -11.0% | +3.6% |
| 3Y | +176.8% | +111.8% | +65.0% | +86.8% |
| 5Y | +123.7% | +189.1% | -65.4% | +28.4% |
| All | +542.0% | +520.0% | +22.0% | +163.0% |
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