+671.3%
MSI vs IRM
+514.0%
+157.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.1% |
| 7D | +7.7% | -5.3% | +12.9% | +9.0% |
| 30D | +19.9% | -2.3% | +22.2% | +20.1% |
| 3M | +14.9% | -7.4% | +22.4% | +16.6% |
| 6M | +37.2% | -12.2% | +49.5% | +40.7% |
| YTD | +40.8% | +38.6% | +2.1% | +23.8% |
| 1Y | +38.1% | +14.9% | +23.2% | +28.8% |
| 3Y | +77.7% | +108.2% | -30.5% | +29.7% |
| 5Y | +129.0% | +183.8% | -54.8% | +46.5% |
| 10Y | +671.3% | +512.6% | +158.7% | +267.2% |
| All | +671.3% | +514.0% | +157.3% | +267.2% |
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