+57.8%
IJH vs MAS
+59.7%
-1.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.2% |
| 7D | +2.3% | +3.0% | -0.7% | +1.2% |
| 30D | +2.1% | +22.4% | -20.4% | -5.6% |
| 3M | -5.7% | +14.5% | -20.1% | -10.6% |
| 6M | +1.4% | +27.1% | -25.7% | -8.7% |
| YTD | +12.6% | +35.8% | -23.1% | -3.2% |
| 1Y | +16.1% | +39.4% | -23.3% | -1.5% |
| 3Y | +57.8% | +60.3% | -2.4% | +19.3% |
| All | +57.8% | +59.7% | -1.9% | +19.3% |
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