+15.4%
IJH vs MTSI
+119.6%
-104.2%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.1% | -5.2% | -1.6% |
| 7D | -0.7% | +11.1% | -11.8% | -2.1% |
| 30D | -3.8% | -3.7% | -0.2% | -3.6% |
| 3M | 0.0% | -20.2% | +20.3% | +2.6% |
| 6M | +8.8% | +30.8% | -22.1% | +2.5% |
| YTD | +13.5% | +67.0% | -53.5% | +3.5% |
| 1Y | +15.4% | +120.4% | -105.0% | -0.5% |
| All | +15.4% | +119.6% | -104.2% | -0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling