+609.8%
MS vs IJR
+1,153.0%
-543.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | -0.2% |
| 7D | +1.4% | -0.2% | +1.5% | +1.6% |
| 30D | -0.3% | -2.4% | +2.2% | +3.0% |
| 3M | +0.3% | +3.9% | -3.6% | -5.0% |
| 6M | +31.3% | +12.4% | +18.9% | +12.1% |
| YTD | +24.7% | +21.5% | +3.2% | -3.8% |
| 1Y | +47.9% | +24.0% | +23.9% | +10.4% |
| 3Y | +178.3% | +49.7% | +128.6% | +57.8% |
| 5Y | +144.9% | +39.7% | +105.2% | +47.2% |
| 10Y | +804.5% | +169.0% | +635.5% | +99.7% |
| All | +609.8% | +1,153.0% | -543.2% | -82.9% |
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