+150.3%
IJR vs MAS
+215.0%
-64.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.3% | -0.1% |
| 7D | +2.2% | +3.0% | -0.8% | +0.7% |
| 30D | +3.8% | +22.4% | -18.6% | -6.3% |
| 3M | -5.7% | +14.5% | -20.2% | -12.2% |
| 6M | +4.6% | +27.1% | -22.5% | -8.7% |
| YTD | +18.0% | +35.8% | -17.8% | -2.1% |
| 1Y | +21.8% | +39.4% | -17.6% | -0.4% |
| 3Y | +61.1% | +60.3% | +0.8% | +20.1% |
| 5Y | +27.3% | +39.4% | -12.1% | -0.2% |
| All | +150.3% | +215.0% | -64.7% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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