+171.3%
MS vs IRM
+105.2%
+66.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | +0.8% | -5.1% | +5.9% | +2.5% |
| 30D | -0.7% | -3.3% | +2.6% | +0.4% |
| 3M | -12.4% | -8.2% | -4.2% | -10.1% |
| 6M | -1.7% | -12.8% | +11.0% | +2.3% |
| YTD | +8.0% | +36.6% | -28.6% | -4.1% |
| 1Y | +16.2% | +11.9% | +4.3% | +10.7% |
| 3Y | +171.3% | +105.1% | +66.2% | +78.3% |
| All | +171.3% | +105.2% | +66.1% | +78.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling