+175.0%
IJR vs MTSI
+544.6%
-369.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -1.2% |
| 7D | +0.9% | +4.9% | -4.0% | -0.1% |
| 30D | -3.1% | -11.6% | +8.4% | -0.9% |
| 3M | +4.4% | -24.1% | +28.5% | +9.4% |
| 6M | +16.1% | +32.4% | -16.3% | +6.1% |
| YTD | +20.6% | +60.4% | -39.9% | +4.6% |
| 1Y | +22.9% | +111.0% | -88.1% | -0.7% |
| 3Y | +55.2% | +246.1% | -190.9% | +8.7% |
| 5Y | +41.1% | +340.3% | -299.2% | -8.1% |
| All | +175.0% | +544.6% | -369.6% | +37.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling