+346.0%
IJR vs MTSI
+1,004.6%
-658.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.8% | -10.7% | -2.0% |
| 7D | -1.9% | -10.0% | +8.1% | -0.3% |
| 30D | +0.4% | -37.2% | +37.6% | +8.9% |
| 3M | -6.6% | -30.1% | +23.5% | -1.6% |
| 6M | -0.3% | -31.9% | +31.6% | +3.8% |
| YTD | +15.5% | +23.2% | -7.7% | +5.0% |
| 1Y | +19.2% | +26.4% | -7.2% | +7.6% |
| 3Y | +54.6% | +186.2% | -131.6% | +14.0% |
| 5Y | +23.8% | +187.0% | -163.3% | -10.5% |
| 10Y | +175.0% | +460.4% | -285.3% | +55.0% |
| All | +346.0% | +1,004.6% | -658.6% | +121.9% |
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