+13.1%
IOT vs MSTZ
-61.7%
+74.9%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +5.5% | -9.2% | -3.2% |
| 7D | +5.1% | -23.6% | +28.6% | +3.3% |
| 30D | -3.0% | -60.7% | +57.7% | -8.8% |
| 3M | +15.0% | -58.3% | +73.2% | +10.9% |
| 6M | +13.1% | -60.0% | +73.2% | +7.2% |
| All | +13.1% | -61.7% | +74.9% | +7.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling