+71.7%
IAU vs MSTZ
-99.2%
+170.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.5% | -4.6% | +1.0% |
| 7D | +0.2% | -23.6% | +23.7% | -0.3% |
| 30D | +0.2% | -60.7% | +60.9% | -1.4% |
| 3M | +3.3% | -58.3% | +61.5% | +2.2% |
| 6M | -14.6% | -60.0% | +45.5% | -15.0% |
| YTD | +1.9% | -75.2% | +77.1% | +1.1% |
| 1Y | +20.9% | -19.9% | +40.8% | +21.0% |
| All | +71.7% | -99.2% | +170.9% | +69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 3y: compounded portfolio wealth divided by compounded MSTZ 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…
3y analysis · Full analysis span regression · 6 months rolling