+348.9%
MS vs IYR
+702.4%
-353.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | 0.0% |
| 7D | -1.6% | +2.0% | -3.5% | -3.3% |
| 30D | -3.8% | +8.2% | -12.0% | -11.0% |
| 3M | -14.6% | -1.7% | -12.9% | -13.2% |
| 6M | -5.1% | -0.4% | -4.7% | -5.5% |
| YTD | +4.5% | +9.9% | -5.4% | -5.8% |
| 1Y | +13.5% | +10.4% | +3.1% | +1.7% |
| 3Y | +160.4% | +38.4% | +122.0% | +84.2% |
| 5Y | +112.9% | +5.2% | +107.6% | +93.9% |
| 10Y | +633.4% | +83.8% | +549.6% | +267.6% |
| All | +348.9% | +702.4% | -353.5% | -52.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling