+781.0%
MS vs IJH
+184.0%
+597.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | -0.1% |
| 7D | -1.5% | -1.9% | +0.3% | +0.6% |
| 30D | -1.5% | -4.6% | +3.1% | +4.0% |
| 3M | +1.4% | -1.2% | +2.5% | +2.7% |
| 6M | +34.7% | +9.4% | +25.3% | +21.5% |
| YTD | +22.7% | +13.3% | +9.4% | +6.6% |
| 1Y | +40.1% | +13.4% | +26.7% | +21.4% |
| 3Y | +181.4% | +50.4% | +131.0% | +77.6% |
| 5Y | +142.6% | +49.0% | +93.6% | +53.4% |
| All | +781.0% | +184.0% | +597.0% | +150.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling