+19.2%
MSI vs IRE
-97.3%
+116.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.5% | +5.1% | +2.6% |
| 7D | +8.3% | -15.5% | +23.9% | +8.4% |
| 30D | +18.9% | -70.4% | +89.3% | +17.5% |
| 3M | +13.2% | -81.6% | +94.8% | +11.5% |
| 6M | +38.3% | -94.7% | +133.0% | +35.9% |
| YTD | +38.9% | -91.8% | +130.6% | +37.5% |
| 1Y | +36.7% | -97.6% | +134.2% | +33.1% |
| All | +19.2% | -97.3% | +116.5% | +16.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling