+144.8%
MS vs IYR
+5.6%
+139.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | +2.5% | -0.4% | +2.9% | +2.8% |
| 30D | 0.0% | -2.5% | +2.5% | +1.8% |
| 3M | +2.4% | +1.5% | +1.0% | +0.8% |
| 6M | +36.4% | +3.9% | +32.5% | +31.6% |
| YTD | +23.8% | +9.5% | +14.3% | +14.6% |
| 1Y | +48.6% | +7.5% | +41.2% | +39.5% |
| 3Y | +179.1% | +30.8% | +148.4% | +123.5% |
| 5Y | +144.8% | +4.8% | +140.0% | +128.3% |
| All | +144.8% | +5.6% | +139.2% | +128.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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