+171.6%
IJH vs MAS
+215.9%
-44.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.3% |
| 7D | -1.7% | +2.4% | -4.0% | -2.9% |
| 30D | -0.9% | +19.8% | -20.7% | -9.5% |
| 3M | -5.8% | +9.8% | -15.6% | -10.5% |
| 6M | -2.8% | +15.8% | -18.6% | -11.1% |
| YTD | +10.1% | +31.8% | -21.7% | -7.1% |
| 1Y | +13.8% | +35.4% | -21.5% | -5.4% |
| 3Y | +53.2% | +59.2% | -6.0% | +13.8% |
| 5Y | +33.6% | +41.2% | -7.6% | +3.2% |
| All | +171.6% | +215.9% | -44.4% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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