+803.2%
MS vs IJR
+165.8%
+637.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | +0.7% |
| 7D | +1.7% | -1.1% | +2.8% | +2.8% |
| 30D | 0.0% | -3.6% | +3.6% | +3.9% |
| 3M | +3.0% | +2.3% | +0.7% | +0.4% |
| 6M | +35.7% | +14.3% | +21.3% | +18.1% |
| YTD | +23.3% | +19.3% | +4.0% | +3.0% |
| 1Y | +44.7% | +22.6% | +22.1% | +17.2% |
| 3Y | +178.0% | +53.5% | +124.5% | +78.1% |
| 5Y | +143.2% | +39.9% | +103.3% | +69.5% |
| 10Y | +803.2% | +172.1% | +631.1% | +184.8% |
| All | +803.2% | +165.8% | +637.4% | +184.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling