+38.6%
MA vs IJR
+52.6%
-14.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.1% |
| 7D | -3.5% | -1.1% | -2.4% | -3.1% |
| 30D | +0.8% | -3.6% | +4.4% | +2.3% |
| 3M | +14.8% | +2.3% | +12.5% | +13.5% |
| 6M | +10.0% | +14.3% | -4.4% | +3.2% |
| YTD | -0.1% | +19.3% | -19.4% | -8.0% |
| 1Y | -2.2% | +22.6% | -24.8% | -11.2% |
| All | +38.6% | +52.6% | -14.0% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 3y: compounded portfolio wealth divided by compounded IJR 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…
3y analysis · Full analysis span regression · 6 months rolling