+1,158.3%
IJR vs MAS
+634.2%
+524.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | -0.4% |
| 7D | -0.2% | -0.8% | +0.6% | +0.1% |
| 30D | -2.4% | -5.6% | +3.1% | -0.3% |
| 3M | +3.9% | +4.4% | -0.5% | +1.3% |
| 6M | +12.4% | +7.2% | +5.2% | +7.7% |
| YTD | +21.5% | +16.1% | +5.4% | +12.2% |
| 1Y | +24.0% | +0.1% | +23.9% | +21.3% |
| 3Y | +49.7% | +28.3% | +21.4% | +31.2% |
| 5Y | +39.7% | +30.5% | +9.2% | +19.7% |
| 10Y | +169.0% | +139.1% | +29.9% | +77.5% |
| All | +1,158.3% | +634.2% | +524.1% | +326.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling