+177.4%
IBKR vs MSTZ
-99.1%
+276.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.6% | -7.5% | -0.2% |
| 7D | -3.8% | +24.8% | -28.6% | -1.3% |
| 30D | -0.3% | -59.2% | +58.9% | -7.4% |
| 3M | +4.8% | -56.9% | +61.6% | +0.5% |
| 6M | +30.8% | -57.6% | +88.4% | +29.4% |
| YTD | +39.5% | -73.6% | +113.0% | +38.3% |
| 1Y | +43.7% | -15.6% | +59.2% | +65.4% |
| All | +177.4% | -99.1% | +276.5% | +165.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling