+19.9%
IJR vs MSTZ
-18.6%
+38.5%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.8% | +4.3% | +0.4% |
| 7D | -2.2% | +17.0% | -19.2% | -1.6% |
| 30D | -4.6% | -61.8% | +57.2% | -7.3% |
| 3M | +0.2% | -54.6% | +54.8% | -0.7% |
| 6M | +14.7% | -59.3% | +74.0% | +14.4% |
| YTD | +18.9% | -74.6% | +93.4% | +18.2% |
| 1Y | +19.9% | -18.8% | +38.7% | +33.1% |
| All | +19.9% | -18.6% | +38.5% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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