-19.0%
MSFU vs IRM
+29.2%
-48.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | -0.8% |
| 7D | -2.3% | +3.0% | -5.4% | -2.8% |
| 30D | -6.3% | -5.2% | -1.0% | -5.8% |
| 3M | +40.0% | -8.0% | +48.0% | +40.9% |
| 6M | +30.1% | +9.2% | +20.9% | +24.7% |
| YTD | -10.3% | +41.0% | -51.3% | -19.4% |
| 1Y | -19.0% | +23.3% | -42.3% | -24.8% |
| All | -19.0% | +29.2% | -48.2% | -24.8% |
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