-19.6%
MSFU vs IRM
+34.4%
-54.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.6% | -5.8% | -4.4% |
| 7D | -5.7% | -0.5% | -5.2% | -5.7% |
| 30D | +4.2% | -8.1% | +12.3% | +5.1% |
| 3M | +27.9% | -9.7% | +37.6% | +29.0% |
| 6M | +37.1% | +10.0% | +27.1% | +31.6% |
| YTD | -7.4% | +43.0% | -50.4% | -16.2% |
| 1Y | -19.6% | +32.7% | -52.3% | -24.0% |
| All | -19.6% | +34.4% | -54.0% | -24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling