+71.2%
MSI vs IRM
+101.3%
-30.1%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.2% |
| 7D | -3.7% | -0.5% | -3.2% | -3.6% |
| 30D | +6.8% | -8.1% | +14.9% | +8.2% |
| 3M | +14.3% | -9.7% | +24.0% | +16.0% |
| 6M | -1.6% | +10.0% | -11.6% | -4.9% |
| YTD | +22.8% | +43.0% | -20.2% | +12.3% |
| 1Y | -1.1% | +32.7% | -33.8% | -8.6% |
| All | +71.2% | +101.3% | -30.1% | +29.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling