+368.8%
IJH vs MTSI
+1,308.1%
-939.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.3% | -0.5% |
| 7D | +0.1% | +1.4% | -1.3% | -0.2% |
| 30D | -1.5% | +2.1% | -3.6% | -2.4% |
| 3M | +0.8% | -29.7% | +30.5% | +6.6% |
| 6M | +7.6% | +12.5% | -5.0% | +2.7% |
| YTD | +15.5% | +57.0% | -41.5% | +2.5% |
| 1Y | +16.9% | +103.9% | -87.0% | -2.2% |
| 3Y | +48.1% | +223.6% | -175.5% | +10.2% |
| 5Y | +47.8% | +321.6% | -273.7% | +2.9% |
| 10Y | +178.6% | +517.7% | -339.1% | +60.5% |
| All | +368.8% | +1,308.1% | -939.3% | +135.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling