+11.8%
IJH vs MAS
+34.7%
-23.0%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.0% |
| 7D | -1.7% | +2.4% | -4.0% | -2.2% |
| 30D | -0.9% | +19.8% | -20.7% | -5.2% |
| 3M | -5.8% | +9.8% | -15.6% | -8.0% |
| 6M | -2.8% | +15.8% | -18.6% | -7.0% |
| YTD | +10.1% | +31.8% | -21.7% | -0.8% |
| All | +11.8% | +34.7% | -23.0% | -0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling