+155.1%
IJR vs MAS
+217.0%
-61.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | +0.3% |
| 7D | +0.1% | +3.6% | -3.5% | -1.7% |
| 30D | +2.6% | +23.8% | -21.2% | -7.9% |
| 3M | -4.3% | +14.4% | -18.7% | -10.9% |
| 6M | +2.7% | +19.7% | -17.0% | -7.6% |
| YTD | +18.5% | +36.0% | -17.5% | -1.7% |
| 1Y | +20.1% | +40.4% | -20.3% | -2.2% |
| 3Y | +61.7% | +58.9% | +2.8% | +21.1% |
| 5Y | +28.5% | +44.5% | -16.0% | -1.2% |
| All | +155.1% | +217.0% | -61.8% | +29.7% |
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