+47.9%
MS vs IJH
+18.2%
+29.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.1% | +0.1% |
| 7D | +1.4% | +0.1% | +1.3% | +1.3% |
| 30D | -0.3% | -1.5% | +1.2% | +1.3% |
| 3M | +0.3% | +0.8% | -0.5% | -0.6% |
| 6M | +31.3% | +7.6% | +23.8% | +21.8% |
| YTD | +24.7% | +15.5% | +9.2% | +9.5% |
| 1Y | +47.9% | +16.9% | +31.0% | +28.7% |
| All | +47.9% | +18.2% | +29.7% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 1y: compounded portfolio wealth divided by compounded IJH 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…
1y analysis · Full analysis span regression · 6 months rolling