-4.6%
IP vs MSTU
-90.4%
+85.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.0% | +6.5% | +1.6% |
| 7D | -0.3% | -25.8% | +25.5% | +0.6% |
| 30D | +7.9% | -43.9% | +51.8% | +9.5% |
| 3M | -15.3% | +2.9% | -18.2% | -16.3% |
| 6M | +10.5% | -75.5% | +86.0% | +15.0% |
| YTD | -9.4% | -76.7% | +67.3% | -8.1% |
| 1Y | -4.6% | -88.9% | +84.3% | -4.9% |
| All | -4.6% | -90.4% | +85.8% | -4.9% |
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