+38.1%
MSI vs IRM
+12.7%
+25.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.4% |
| 7D | +7.7% | -5.3% | +12.9% | +7.8% |
| 30D | +19.9% | -2.3% | +22.2% | +19.7% |
| 3M | +14.9% | -7.4% | +22.4% | +15.1% |
| 6M | +37.2% | -12.2% | +49.5% | +38.2% |
| YTD | +40.8% | +38.6% | +2.1% | +29.3% |
| 1Y | +38.1% | +14.9% | +23.2% | +29.6% |
| All | +38.1% | +12.7% | +25.4% | +29.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling