+24.0%
IJR vs MSFU
-18.4%
+42.4%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.2% | +4.5% | +0.5% |
| 7D | -0.2% | -5.7% | +5.5% | 0.0% |
| 30D | -2.4% | +4.2% | -6.6% | -2.5% |
| 3M | +3.9% | +27.9% | -24.0% | +3.2% |
| 6M | +12.4% | +37.1% | -24.7% | +10.5% |
| YTD | +21.5% | -7.4% | +28.9% | +19.4% |
| 1Y | +24.0% | -19.6% | +43.6% | +24.4% |
| All | +24.0% | -18.4% | +42.4% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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