+112.4%
MS vs IYR
+5.0%
+107.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.1% |
| 7D | -1.6% | +2.0% | -3.5% | -2.8% |
| 30D | -3.8% | +8.2% | -12.0% | -9.2% |
| 3M | -14.6% | -1.7% | -12.9% | -13.5% |
| 6M | -5.1% | -0.4% | -4.7% | -5.3% |
| YTD | +4.5% | +9.9% | -5.4% | -3.5% |
| 1Y | +13.5% | +10.4% | +3.1% | +4.3% |
| 3Y | +160.4% | +38.4% | +122.0% | +99.3% |
| All | +112.4% | +5.0% | +107.5% | +97.3% |
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