+177.7%
IJH vs MAS
+135.2%
+42.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | +0.5% |
| 7D | +1.0% | +1.0% | +0.1% | +0.5% |
| 30D | -3.1% | -8.1% | +5.0% | +0.7% |
| 3M | +1.9% | +3.3% | -1.4% | -0.9% |
| 6M | +11.0% | +12.4% | -1.4% | +2.6% |
| YTD | +14.7% | +13.3% | +1.5% | +4.7% |
| 1Y | +15.6% | -4.7% | +20.3% | +14.9% |
| 3Y | +52.5% | +33.0% | +19.6% | +24.5% |
| 5Y | +49.1% | +33.9% | +15.2% | +18.3% |
| 10Y | +177.7% | +135.4% | +42.3% | +62.8% |
| All | +177.7% | +135.2% | +42.4% | +62.8% |
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