+1,096.0%
IJR vs MAS
+730.3%
+365.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.9% |
| 7D | -1.9% | +2.0% | -3.8% | -2.7% |
| 30D | +0.4% | +19.4% | -19.0% | -6.7% |
| 3M | -6.6% | +9.4% | -16.0% | -10.3% |
| 6M | -0.3% | +15.3% | -15.6% | -7.0% |
| YTD | +15.5% | +31.3% | -15.8% | +1.1% |
| 1Y | +19.2% | +34.9% | -15.6% | +3.2% |
| 3Y | +54.6% | +58.6% | -4.0% | +24.1% |
| 5Y | +23.8% | +40.7% | -16.9% | +2.7% |
| 10Y | +175.0% | +220.4% | -45.4% | +62.1% |
| All | +1,096.0% | +730.3% | +365.6% | +284.6% |
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 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