+15.2%
MS vs IRM
+11.1%
+4.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | +0.8% | -5.1% | +5.9% | +2.3% |
| 30D | -0.7% | -3.3% | +2.6% | +0.3% |
| 3M | -12.4% | -8.2% | -4.2% | -10.6% |
| 6M | -1.7% | -12.8% | +11.0% | +1.1% |
| YTD | +8.0% | +36.6% | -28.6% | +1.0% |
| All | +15.2% | +11.1% | +4.1% | +15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling