+112.4%
MS vs IRM
+168.2%
-55.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.9% |
| 7D | -1.6% | -8.6% | +7.1% | +1.8% |
| 30D | -3.8% | -8.0% | +4.2% | -0.8% |
| 3M | -14.6% | -12.0% | -2.6% | -10.7% |
| 6M | -5.1% | -18.2% | +13.1% | +1.8% |
| YTD | +4.5% | +31.4% | -26.8% | -7.6% |
| 1Y | +13.5% | +9.2% | +4.4% | +7.8% |
| 3Y | +160.4% | +94.6% | +65.8% | +82.5% |
| All | +112.4% | +168.2% | -55.8% | +28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling