-19.3%
IOT vs MSTZ
-99.1%
+79.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.8% | +3.6% | -0.5% |
| 7D | -4.5% | +17.0% | -21.6% | -3.0% |
| 30D | -2.4% | -61.8% | +59.3% | -8.6% |
| 3M | +19.0% | -54.6% | +73.6% | +15.6% |
| 6M | +19.6% | -59.3% | +78.9% | +17.8% |
| YTD | +8.3% | -74.6% | +82.8% | +6.7% |
| 1Y | -0.8% | -18.8% | +18.0% | +11.9% |
| All | -19.3% | -99.1% | +79.8% | -13.9% |
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