+26.2%
IJR vs MSTU
-88.1%
+114.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.8% | +5.9% | -0.5% |
| 7D | -2.3% | -22.0% | +19.7% | -1.1% |
| 30D | -4.7% | +60.3% | -65.0% | -7.8% |
| 3M | +2.1% | -3.7% | +5.9% | +0.6% |
| 6M | +13.9% | -45.2% | +59.0% | +14.2% |
| YTD | +18.2% | -64.3% | +82.5% | +19.1% |
| 1Y | +21.8% | -94.0% | +115.8% | +35.0% |
| All | +26.2% | -88.1% | +114.3% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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