+144.8%
MS vs IJR
+40.3%
+104.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | +0.1% | 0.0% |
| 7D | +2.5% | +0.9% | +1.5% | +1.6% |
| 30D | 0.0% | -3.1% | +3.1% | +3.0% |
| 3M | +2.4% | +4.4% | -2.0% | -1.8% |
| 6M | +36.4% | +16.1% | +20.3% | +18.3% |
| YTD | +23.8% | +20.6% | +3.2% | +3.9% |
| 1Y | +48.6% | +22.9% | +25.8% | +22.3% |
| 3Y | +179.1% | +55.2% | +123.9% | +85.3% |
| 5Y | +144.8% | +41.1% | +103.7% | +72.2% |
| All | +144.8% | +40.3% | +104.5% | +72.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling