+124.5%
MSI vs IRM
+185.3%
-60.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.1% | -1.4% | +1.6% |
| 7D | +8.3% | -3.8% | +12.1% | +9.0% |
| 30D | +18.9% | -3.2% | +22.1% | +19.3% |
| 3M | +13.2% | -7.8% | +21.0% | +14.7% |
| 6M | +38.3% | -12.7% | +51.0% | +41.4% |
| YTD | +38.9% | +36.7% | +2.2% | +23.5% |
| 1Y | +36.7% | +10.0% | +26.6% | +29.6% |
| 3Y | +76.6% | +107.2% | -30.7% | +26.1% |
| 5Y | +124.5% | +181.6% | -57.1% | +33.8% |
| All | +124.5% | +185.3% | -60.9% | +33.8% |
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