+59.9%
IJH vs MAS
+60.2%
-0.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +0.2% | -1.8% | +2.0% | +0.9% |
| 30D | +2.1% | +23.6% | -21.4% | -5.8% |
| 3M | -3.6% | +12.4% | -16.1% | -8.0% |
| 6M | +1.8% | +21.9% | -20.0% | -6.8% |
| YTD | +14.1% | +36.1% | -22.0% | -2.0% |
| 1Y | +15.9% | +39.5% | -23.6% | -1.8% |
| All | +59.9% | +60.2% | -0.3% | +20.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling