+177.1%
IJH vs MTSI
+555.4%
-378.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.8% | +3.8% | +0.1% |
| 7D | -2.5% | +4.8% | -7.3% | -3.5% |
| 30D | -5.0% | -9.2% | +4.1% | -3.4% |
| 3M | +0.5% | -23.1% | +23.7% | +4.9% |
| 6M | +8.2% | +23.5% | -15.3% | +0.7% |
| YTD | +12.4% | +59.1% | -46.6% | -1.7% |
| 1Y | +14.4% | +106.9% | -92.5% | -6.5% |
| 3Y | +49.5% | +243.2% | -193.7% | +6.2% |
| 5Y | +47.8% | +324.5% | -276.8% | -1.6% |
| All | +177.1% | +555.4% | -378.3% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 10y: compounded portfolio wealth divided by compounded MTSI 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…
10y analysis · Full analysis span regression · 6 months rolling