+58.3%
IJR vs MSFU
+73.2%
-14.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.4% |
| 7D | -2.2% | -1.8% | -0.4% | -1.9% |
| 30D | -4.6% | +0.5% | -5.1% | -4.8% |
| 3M | +0.2% | +51.9% | -51.6% | -6.7% |
| 6M | +14.7% | +35.0% | -20.2% | +7.7% |
| YTD | +18.9% | -9.0% | +27.9% | +18.9% |
| 1Y | +19.9% | -18.8% | +38.7% | +22.3% |
| 3Y | +53.0% | +25.5% | +27.5% | +34.8% |
| All | +58.3% | +73.2% | -14.8% | +25.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling