+1,094.7%
IJR vs MAS
+746.6%
+348.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.4% | -0.4% | -2.4% |
| 7D | -3.2% | +4.6% | -7.7% | -5.0% |
| 30D | -1.0% | +19.9% | -20.9% | -8.2% |
| 3M | -7.4% | +8.9% | -16.2% | -10.9% |
| 6M | +0.2% | +20.2% | -19.9% | -8.1% |
| YTD | +15.3% | +33.9% | -18.5% | +0.2% |
| 1Y | +17.5% | +34.7% | -17.2% | +1.7% |
| 3Y | +52.8% | +60.4% | -7.5% | +22.2% |
| 5Y | +23.6% | +43.5% | -19.8% | +1.8% |
| 10Y | +174.7% | +226.7% | -52.0% | +60.6% |
| All | +1,094.7% | +746.6% | +348.1% | +281.3% |
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