+23.2%
IJH vs MSTU
-88.1%
+111.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.8% | +5.9% | -0.6% |
| 7D | -2.5% | -22.0% | +19.5% | -1.4% |
| 30D | -5.0% | +60.3% | -65.3% | -7.9% |
| 3M | +0.5% | -3.7% | +4.2% | -0.9% |
| 6M | +8.2% | -45.2% | +53.4% | +8.5% |
| YTD | +12.5% | -64.3% | +76.8% | +13.2% |
| 1Y | +14.4% | -94.0% | +108.4% | +25.4% |
| All | +23.2% | -88.1% | +111.3% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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