+369.2%
IJR vs MTSI
+1,308.1%
-938.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.1% | -0.3% |
| 7D | -0.2% | +1.4% | -1.6% | -0.5% |
| 30D | -2.4% | +2.1% | -4.5% | -3.4% |
| 3M | +3.9% | -29.7% | +33.7% | +10.2% |
| 6M | +12.4% | +12.5% | -0.1% | +6.9% |
| YTD | +21.5% | +57.0% | -35.5% | +7.1% |
| 1Y | +24.0% | +103.9% | -79.9% | +2.7% |
| 3Y | +49.7% | +223.6% | -173.9% | +9.6% |
| 5Y | +39.7% | +321.6% | -281.9% | -4.7% |
| 10Y | +169.0% | +517.7% | -348.7% | +50.3% |
| All | +369.2% | +1,308.1% | -938.9% | +126.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling