+161.6%
IJR vs MTSI
+454.4%
-292.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.2% | -0.1% |
| 7D | +0.1% | -3.8% | +3.9% | +0.4% |
| 30D | +2.6% | -31.4% | +34.0% | +9.8% |
| 3M | -4.3% | -23.8% | +19.5% | -0.8% |
| 6M | +2.7% | -37.1% | +39.8% | +9.4% |
| YTD | +18.5% | +32.2% | -13.8% | +5.1% |
| 1Y | +20.1% | +26.9% | -6.9% | +7.3% |
| 3Y | +61.7% | +193.7% | -132.0% | +15.2% |
| 5Y | +28.5% | +218.0% | -189.5% | -12.0% |
| 10Y | +161.6% | +477.8% | -316.2% | +37.6% |
| All | +161.6% | +454.4% | -292.9% | +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