+13,824.1%
MA vs IJR
+513.1%
+13,311.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.4% |
| 7D | -2.7% | -0.2% | -2.5% | -2.6% |
| 30D | +1.5% | -2.4% | +3.9% | +3.4% |
| 3M | +20.4% | +3.9% | +16.5% | +16.4% |
| 6M | +11.1% | +12.4% | -1.3% | +0.4% |
| YTD | +2.0% | +21.5% | -19.5% | -13.6% |
| 1Y | -2.2% | +24.0% | -26.1% | -18.7% |
| 3Y | +41.9% | +49.7% | -7.8% | -2.5% |
| 5Y | +75.4% | +39.7% | +35.7% | +26.7% |
| 10Y | +527.5% | +169.0% | +358.5% | +148.5% |
| All | +13,824.1% | +513.1% | +13,311.1% | +2,848.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling