+2.3%
IP vs MSTU
-88.0%
+90.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +10.3% | -8.8% | +1.2% |
| 7D | +3.4% | -4.8% | +8.2% | +3.5% |
| 30D | +11.2% | -29.6% | +40.8% | +12.0% |
| 3M | -14.8% | +69.4% | -84.2% | -17.0% |
| 6M | +17.3% | -62.2% | +79.5% | +20.6% |
| YTD | -6.2% | -61.1% | +54.9% | -6.3% |
| 1Y | +2.3% | -87.2% | +89.5% | +2.8% |
| All | +2.3% | -88.0% | +90.3% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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