+20.5%
IJR vs MAS
+39.3%
-18.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -0.4% | -1.8% | +1.4% | +0.1% |
| 30D | +3.5% | +23.6% | -20.0% | -2.3% |
| 3M | -3.8% | +12.4% | -16.2% | -6.9% |
| 6M | +4.3% | +21.9% | -17.5% | -2.1% |
| YTD | +19.4% | +36.1% | -16.7% | +5.1% |
| 1Y | +20.5% | +39.5% | -18.9% | +4.6% |
| All | +20.5% | +39.3% | -18.8% | +4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling