+24.3%
IJH vs MSTZ
-99.2%
+123.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.5% | -6.5% | -0.8% |
| 7D | -0.7% | -23.6% | +22.8% | -1.6% |
| 30D | -3.8% | -60.7% | +56.9% | -7.0% |
| 3M | 0.0% | -58.3% | +58.3% | -1.9% |
| 6M | +8.8% | -60.0% | +68.8% | +7.7% |
| YTD | +13.5% | -75.2% | +88.7% | +12.4% |
| 1Y | +15.4% | -19.9% | +35.3% | +23.3% |
| All | +24.3% | -99.2% | +123.5% | +16.9% |
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