+32.4%
MSFU vs IRM
+101.3%
-68.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.6% | -5.8% | -4.7% |
| 7D | -5.7% | -0.5% | -5.2% | -5.5% |
| 30D | +4.2% | -8.1% | +12.3% | +6.9% |
| 3M | +27.9% | -9.7% | +37.6% | +31.7% |
| 6M | +37.1% | +10.0% | +27.1% | +29.6% |
| YTD | -7.4% | +43.0% | -50.4% | -22.1% |
| 1Y | -19.6% | +32.7% | -52.3% | -30.9% |
| All | +32.4% | +101.3% | -68.9% | -5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling