+3.6%
MSI vs IRE
-84.0%
+87.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.8% | +6.1% | -0.8% |
| 7D | -4.0% | +29.0% | -33.0% | -3.6% |
| 30D | -0.5% | +24.2% | -24.7% | 0.0% |
| 3M | +11.4% | -53.2% | +64.6% | +11.6% |
| 6M | +1.0% | -36.0% | +37.0% | +0.9% |
| YTD | +20.7% | -51.0% | +71.7% | +21.6% |
| All | +3.6% | -84.0% | +87.6% | +3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling