-22.9%
IP vs MSTU
-90.8%
+67.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.3% | +6.1% | -0.8% |
| 7D | 0.0% | -21.7% | +21.8% | +1.0% |
| 30D | +9.4% | -42.8% | +52.1% | +11.6% |
| 3M | -14.1% | +21.4% | -35.5% | -16.3% |
| 6M | +9.2% | -74.1% | +83.3% | +13.5% |
| YTD | -7.5% | -72.4% | +64.8% | -6.7% |
| 1Y | -2.8% | -90.1% | +87.3% | +3.0% |
| All | -22.9% | -90.8% | +67.9% | -22.7% |
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