-5.1%
INDA vs MSTZ
-29.5%
+24.4%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | 0.0% |
| 7D | +0.7% | -29.7% | +30.4% | +0.2% |
| 30D | -0.8% | -65.3% | +64.5% | -2.5% |
| 3M | +3.9% | -57.3% | +61.3% | +3.2% |
| 6M | -0.7% | -61.6% | +60.9% | -1.3% |
| YTD | -7.7% | -78.3% | +70.6% | -8.3% |
| 1Y | -5.1% | -30.2% | +25.1% | -5.8% |
| All | -5.1% | -29.5% | +24.4% | -5.8% |
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