+58.9%
IJR vs MSFU
+70.7%
-11.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.9% |
| 7D | -1.1% | -2.3% | +1.2% | -0.8% |
| 30D | -3.6% | -6.3% | +2.6% | -2.9% |
| 3M | +2.3% | +40.0% | -37.6% | -3.6% |
| 6M | +14.3% | +30.1% | -15.7% | +8.0% |
| YTD | +19.3% | -10.3% | +29.6% | +19.5% |
| 1Y | +22.6% | -19.0% | +41.6% | +25.0% |
| 3Y | +53.5% | +25.8% | +27.7% | +34.9% |
| All | +58.9% | +70.7% | -11.8% | +26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling