+525.2%
MS vs IJR
+1,131.4%
-606.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +0.6% |
| 7D | -1.7% | -0.4% | -1.3% | -1.1% |
| 30D | +0.9% | +3.5% | -2.6% | -3.5% |
| 3M | -10.8% | -3.8% | -7.1% | -6.1% |
| 6M | +0.9% | +4.3% | -3.4% | -4.8% |
| YTD | +9.8% | +19.4% | -9.6% | -13.3% |
| 1Y | +17.1% | +20.5% | -3.5% | -8.9% |
| 3Y | +175.7% | +63.0% | +112.7% | +39.5% |
| 5Y | +125.9% | +28.6% | +97.3% | +52.9% |
| 10Y | +556.2% | +157.2% | +399.0% | +54.8% |
| All | +525.2% | +1,131.4% | -606.2% | -84.6% |
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