-9.9%
INDA vs MSTZ
-99.2%
+89.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +12.8% | -12.9% | +0.2% |
| 7D | +3.1% | +25.6% | -22.5% | +3.5% |
| 30D | +9.1% | +50.6% | -41.4% | +10.2% |
| 3M | +3.2% | -64.5% | +67.7% | +2.0% |
| 6M | +8.5% | -14.0% | +22.5% | +9.8% |
| YTD | -4.6% | -76.4% | +71.8% | -4.6% |
| 1Y | -5.5% | -56.2% | +50.7% | -4.3% |
| All | -9.9% | -99.2% | +89.2% | -12.9% |
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 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