+23.8%
IJR vs MTSI
+183.3%
-159.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.8% | -10.7% | -2.4% |
| 7D | -1.9% | -10.0% | +8.1% | -0.1% |
| 30D | +0.4% | -37.2% | +37.6% | +10.7% |
| 3M | -6.6% | -30.1% | +23.5% | -0.8% |
| 6M | -0.3% | -31.9% | +31.6% | +4.2% |
| YTD | +15.5% | +23.2% | -7.7% | -0.6% |
| 1Y | +19.2% | +26.4% | -7.2% | +1.4% |
| 3Y | +54.6% | +186.2% | -131.6% | -7.6% |
| All | +23.8% | +183.3% | -159.6% | -30.1% |
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