+596.9%
MSI vs IRM
+418.7%
+178.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | +0.1% | -0.4% |
| 7D | -4.0% | +3.0% | -7.0% | -4.9% |
| 30D | -0.5% | -5.2% | +4.8% | +1.0% |
| 3M | +11.4% | -8.0% | +19.4% | +13.4% |
| 6M | +1.0% | +9.2% | -8.2% | -3.2% |
| YTD | +20.7% | +41.0% | -20.3% | +6.3% |
| 1Y | -2.7% | +23.3% | -25.9% | -11.0% |
| 3Y | +68.2% | +102.8% | -34.6% | +25.1% |
| 5Y | +100.0% | +192.8% | -92.8% | +27.7% |
| 10Y | +596.9% | +439.6% | +157.2% | +241.7% |
| All | +596.9% | +418.7% | +178.2% | +241.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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