+70.7%
MSFU vs IRM
+156.2%
-85.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | -0.6% |
| 7D | -2.3% | +3.0% | -5.4% | -3.5% |
| 30D | -6.3% | -5.2% | -1.0% | -4.4% |
| 3M | +40.0% | -8.0% | +48.0% | +43.9% |
| 6M | +30.1% | +9.2% | +20.9% | +22.2% |
| YTD | -10.3% | +41.0% | -51.3% | -26.3% |
| 1Y | -19.0% | +23.3% | -42.3% | -29.4% |
| 3Y | +25.8% | +102.8% | -77.0% | -22.6% |
| All | +70.7% | +156.2% | -85.5% | -12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling