+60.4%
IEMG vs MSTZ
-99.1%
+159.5%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.6% | -8.6% | -1.7% |
| 7D | -0.9% | +24.8% | -25.7% | +0.2% |
| 30D | +2.1% | -59.2% | +61.3% | -1.1% |
| 3M | +4.6% | -56.9% | +61.5% | +2.7% |
| 6M | +14.0% | -57.6% | +71.6% | +13.5% |
| YTD | +22.3% | -73.6% | +95.9% | +21.7% |
| 1Y | +30.7% | -15.6% | +46.2% | +37.7% |
| All | +60.4% | -99.1% | +159.5% | +47.6% |
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