+61.0%
IJH vs MSFU
+71.2%
-10.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -2.5% | -6.9% | +4.5% | -1.5% |
| 30D | -5.0% | -5.1% | +0.1% | -4.4% |
| 3M | +0.5% | +44.6% | -44.1% | -5.8% |
| 6M | +8.2% | +32.8% | -24.6% | +1.8% |
| YTD | +12.5% | -10.1% | +22.5% | +12.8% |
| 1Y | +14.4% | -19.4% | +33.8% | +16.9% |
| 3Y | +49.5% | +26.2% | +23.3% | +31.5% |
| All | +61.0% | +71.2% | -10.2% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 5y: compounded portfolio wealth divided by compounded MSFU 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…
5y analysis · Full analysis span regression · 6 months rolling