-24.4%
IP vs MSTU
-92.2%
+67.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.0% | +6.5% | +1.7% |
| 7D | -0.3% | -25.8% | +25.5% | +1.0% |
| 30D | +7.9% | -43.9% | +51.8% | +10.2% |
| 3M | -15.3% | +2.9% | -18.2% | -17.0% |
| 6M | +10.5% | -75.5% | +86.0% | +15.1% |
| YTD | -9.4% | -76.7% | +67.3% | -7.9% |
| 1Y | -4.6% | -88.9% | +84.3% | +0.3% |
| All | -24.4% | -92.2% | +67.8% | -23.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling