+2,882.2%
MS vs IRM
+9,145.3%
-6,263.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -1.0% |
| 7D | -1.6% | -8.6% | +7.1% | +2.2% |
| 30D | -3.8% | -8.0% | +4.2% | -0.4% |
| 3M | -14.6% | -12.0% | -2.6% | -10.1% |
| 6M | -5.1% | -18.2% | +13.1% | +2.8% |
| YTD | +4.5% | +31.4% | -26.8% | -8.9% |
| 1Y | +13.5% | +9.2% | +4.4% | +6.9% |
| 3Y | +160.4% | +94.6% | +65.8% | +85.2% |
| 5Y | +112.9% | +170.2% | -57.3% | +28.3% |
| 10Y | +633.4% | +464.3% | +169.1% | +202.8% |
| All | +2,882.2% | +9,145.3% | -6,263.1% | +565.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling