+16.7%
MSI vs IRE
-98.0%
+114.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -33.9% | +38.0% | +3.5% |
| 7D | +5.1% | -57.1% | +62.2% | +4.0% |
| 30D | +13.3% | -84.4% | +97.7% | +10.9% |
| 3M | +18.3% | -85.0% | +103.3% | +16.0% |
| 6M | +18.7% | -95.2% | +113.9% | +16.0% |
| YTD | +36.0% | -93.9% | +129.9% | +33.8% |
| 1Y | +32.6% | -98.8% | +131.4% | +27.5% |
| All | +16.7% | -98.0% | +114.7% | +13.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling