+172.1%
IJR vs MTSI
+571.2%
-399.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.1% | -5.2% | -2.0% |
| 7D | -1.1% | +11.1% | -12.2% | -3.4% |
| 30D | -3.6% | -3.7% | +0.1% | -3.2% |
| 3M | +2.3% | -20.2% | +22.6% | +6.0% |
| 6M | +14.3% | +30.8% | -16.5% | +4.8% |
| YTD | +19.3% | +67.0% | -47.8% | +2.6% |
| 1Y | +22.6% | +120.4% | -97.8% | -1.9% |
| 3Y | +53.5% | +260.4% | -206.9% | +6.5% |
| 5Y | +39.9% | +356.3% | -316.3% | -9.6% |
| 10Y | +172.1% | +581.1% | -409.0% | +34.9% |
| All | +172.1% | +571.2% | -399.1% | +34.9% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling