+49.1%
IJH vs MTSI
+331.9%
-282.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -1.2% |
| 7D | +1.0% | +4.9% | -3.9% | -0.3% |
| 30D | -3.1% | -11.6% | +8.5% | -0.4% |
| 3M | +1.9% | -24.1% | +26.0% | +7.9% |
| 6M | +11.0% | +32.4% | -21.4% | -1.5% |
| YTD | +14.7% | +60.4% | -45.7% | -4.9% |
| 1Y | +15.6% | +111.0% | -95.4% | -13.1% |
| 3Y | +52.5% | +246.1% | -193.6% | -9.2% |
| 5Y | +49.1% | +340.3% | -291.3% | -23.3% |
| All | +49.1% | +331.9% | -282.8% | -23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling