+41.0%
IJR vs MTSI
+320.9%
-279.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.1% | -0.5% |
| 7D | -0.2% | +1.4% | -1.6% | -0.5% |
| 30D | -2.4% | +2.1% | -4.5% | -3.8% |
| 3M | +3.9% | -29.7% | +33.7% | +12.2% |
| 6M | +12.4% | +12.5% | -0.1% | +4.3% |
| YTD | +21.5% | +57.0% | -35.5% | +0.9% |
| 1Y | +24.0% | +103.9% | -79.9% | -6.4% |
| 3Y | +49.7% | +223.6% | -173.9% | -9.6% |
| All | +41.0% | +320.9% | -279.9% | -26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling