+1,055.9%
IJH vs MSI
+497.7%
+558.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.8% |
| 7D | -0.7% | -4.0% | +3.2% | +0.5% |
| 30D | -3.8% | -0.5% | -3.4% | -3.8% |
| 3M | 0.0% | +11.4% | -11.4% | -3.7% |
| 6M | +8.8% | +1.0% | +7.8% | +7.5% |
| YTD | +13.5% | +20.7% | -7.1% | +5.8% |
| 1Y | +15.4% | -2.7% | +18.1% | +15.0% |
| 3Y | +50.9% | +68.2% | -17.3% | +25.1% |
| 5Y | +47.8% | +100.0% | -52.2% | +15.3% |
| 10Y | +183.1% | +596.9% | -413.8% | +50.2% |
| All | +1,055.9% | +497.7% | +558.2% | +352.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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