+44.7%
IBKR vs MSTZ
-29.5%
+74.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | 0.0% |
| 7D | -3.3% | -29.7% | +26.4% | -6.2% |
| 30D | +4.5% | -65.3% | +69.8% | -5.9% |
| 3M | +6.5% | -57.3% | +63.8% | +2.2% |
| 6M | +34.2% | -61.6% | +95.8% | +31.1% |
| YTD | +44.5% | -78.3% | +122.7% | +38.8% |
| 1Y | +44.7% | -30.2% | +74.9% | +68.3% |
| All | +44.7% | -29.5% | +74.1% | +68.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling