+62.5%
IJH vs MSFU
+70.7%
-8.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.9% |
| 7D | -0.7% | -2.3% | +1.6% | -0.4% |
| 30D | -3.8% | -6.3% | +2.4% | -3.1% |
| 3M | 0.0% | +40.0% | -39.9% | -5.7% |
| 6M | +8.8% | +30.1% | -21.3% | +2.7% |
| YTD | +13.5% | -10.3% | +23.8% | +13.9% |
| 1Y | +15.4% | -19.0% | +34.4% | +17.9% |
| 3Y | +50.9% | +25.8% | +25.1% | +32.8% |
| All | +62.5% | +70.7% | -8.2% | +29.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling