+19.9%
MSI vs IRE
-98.1%
+118.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -14.4% | +14.5% | -0.1% |
| 7D | +3.2% | -31.8% | +35.1% | +2.7% |
| 30D | +17.6% | -71.8% | +89.3% | +16.1% |
| 3M | +14.5% | -88.9% | +103.4% | +12.0% |
| 6M | +34.3% | -95.4% | +129.6% | +31.4% |
| YTD | +39.7% | -94.2% | +134.0% | +37.6% |
| 1Y | +40.2% | -97.1% | +137.3% | +36.8% |
| All | +19.9% | -98.1% | +118.0% | +16.8% |
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