+1,052.7%
IJH vs MAS
+759.7%
+293.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.2% |
| 7D | 0.0% | +3.6% | -3.6% | -1.4% |
| 30D | +1.0% | +23.8% | -22.9% | -7.3% |
| 3M | -4.1% | +14.4% | -18.5% | -9.4% |
| 6M | +0.7% | +19.7% | -19.0% | -7.2% |
| YTD | +13.2% | +36.0% | -22.7% | -1.7% |
| 1Y | +14.9% | +40.4% | -25.5% | -1.6% |
| 3Y | +58.4% | +58.9% | -0.5% | +27.7% |
| 5Y | +38.7% | +44.5% | -5.9% | +14.3% |
| 10Y | +177.9% | +214.8% | -36.8% | +68.4% |
| All | +1,052.7% | +759.7% | +293.1% | +280.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling