+5.4%
MSI vs IRE
-84.4%
+89.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +14.0% | -14.9% | -0.7% |
| 7D | -3.7% | +54.8% | -58.5% | -3.1% |
| 30D | +6.8% | +18.4% | -11.6% | +7.3% |
| 3M | +14.3% | -66.7% | +81.0% | +14.3% |
| 6M | -1.6% | -52.3% | +50.7% | -1.9% |
| YTD | +22.8% | -52.3% | +75.1% | +23.7% |
| All | +5.4% | -84.4% | +89.8% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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