+150.3%
IJR vs MTSI
+498.4%
-348.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.5% | -0.8% |
| 7D | +2.3% | +29.1% | -26.8% | -3.3% |
| 30D | +2.2% | -20.4% | +22.6% | +5.9% |
| 3M | -5.3% | -20.9% | +15.6% | -2.7% |
| 6M | +4.3% | -32.3% | +36.5% | +9.2% |
| YTD | +18.0% | +43.5% | -25.5% | +2.8% |
| 1Y | +19.2% | +43.8% | -24.6% | +3.6% |
| 3Y | +61.1% | +218.8% | -157.7% | +12.7% |
| 5Y | +27.3% | +228.3% | -201.0% | -13.5% |
| All | +150.3% | +498.4% | -348.1% | +29.5% |
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