+24.2%
IJR vs MTSI
+59.5%
-35.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.4% |
| 7D | +2.3% | -10.7% | +12.9% | +3.2% |
| 30D | +2.8% | -29.0% | +31.8% | +5.8% |
| 3M | -4.6% | -14.7% | +10.1% | -4.1% |
| 6M | +5.7% | -20.1% | +25.7% | +6.3% |
| YTD | +19.9% | +36.1% | -16.2% | +13.7% |
| 1Y | +24.2% | +61.7% | -37.6% | +15.6% |
| All | +24.2% | +59.5% | -35.4% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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