+124.8%
MS vs IRM
+181.9%
-57.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | +0.8% | -5.1% | +5.9% | +2.7% |
| 30D | -0.7% | -3.3% | +2.6% | +0.5% |
| 3M | -12.4% | -8.2% | -4.2% | -9.8% |
| 6M | -1.7% | -12.8% | +11.0% | +2.9% |
| YTD | +8.0% | +36.6% | -28.6% | -5.9% |
| 1Y | +16.2% | +11.9% | +4.3% | +9.4% |
| 3Y | +171.3% | +105.1% | +66.2% | +86.3% |
| 5Y | +124.8% | +182.4% | -57.6% | +35.2% |
| All | +124.8% | +181.9% | -57.1% | +35.2% |
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