-17.9%
IAU vs MSTU
-77.7%
+59.8%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -12.9% | +10.1% | -1.8% |
| 7D | -5.5% | -23.0% | +17.5% | -3.7% |
| 30D | -7.0% | -47.7% | +40.7% | -3.2% |
| 3M | -12.3% | +12.5% | -24.8% | -15.9% |
| 6M | -17.9% | -76.1% | +58.1% | -12.1% |
| All | -17.9% | -77.7% | +59.8% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 6mo: compounded portfolio wealth divided by compounded MSTU 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…
6mo analysis · Full analysis span regression · 6 months rolling