+177.4%
IJH vs MAS
+213.7%
-36.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +1.5% |
| 7D | -1.7% | +2.0% | -3.6% | -2.7% |
| 30D | -0.9% | +19.4% | -20.3% | -9.4% |
| 3M | -5.8% | +9.4% | -15.2% | -10.3% |
| 6M | -2.8% | +15.3% | -18.1% | -10.9% |
| YTD | +10.1% | +31.3% | -21.2% | -6.9% |
| 1Y | +13.8% | +34.9% | -21.0% | -5.3% |
| 3Y | +53.2% | +58.6% | -5.4% | +13.9% |
| 5Y | +33.6% | +40.7% | -7.1% | +3.4% |
| All | +177.4% | +213.7% | -36.3% | +42.9% |
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