+19.7%
MSI vs IRE
-97.8%
+117.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -13.5% | +12.6% | -1.1% |
| 7D | +2.6% | +11.1% | -8.5% | +2.9% |
| 30D | +18.1% | -75.2% | +93.3% | +16.5% |
| 3M | +13.2% | -86.4% | +99.6% | +11.1% |
| 6M | +36.3% | -94.8% | +131.1% | +33.7% |
| YTD | +39.5% | -93.3% | +132.8% | +37.7% |
| 1Y | +36.9% | -97.5% | +134.4% | +33.4% |
| All | +19.7% | -97.8% | +117.5% | +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 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