+99.3%
MSI vs IRM
+192.5%
-93.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | -5.8% | +1.6% | -7.4% | -6.2% |
| 30D | -1.0% | -4.2% | +3.2% | -0.1% |
| 3M | +14.2% | -5.4% | +19.5% | +15.0% |
| 6M | +1.0% | +12.0% | -11.0% | -3.7% |
| YTD | +21.5% | +42.0% | -20.6% | +7.8% |
| 1Y | -2.1% | +29.9% | -32.0% | -11.4% |
| 3Y | +69.3% | +104.4% | -35.0% | +24.0% |
| 5Y | +99.3% | +191.0% | -91.7% | +21.7% |
| All | +99.3% | +192.5% | -93.2% | +21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling