-5.5%
IP vs MSTU
-89.7%
+84.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -1.4% |
| 7D | -2.8% | -27.7% | +24.9% | -1.9% |
| 30D | +9.2% | -40.3% | +49.5% | +10.5% |
| 3M | -16.1% | +26.4% | -42.5% | -17.7% |
| 6M | +9.6% | -75.7% | +85.3% | +14.4% |
| YTD | -8.8% | -71.9% | +63.1% | -8.0% |
| 1Y | -5.5% | -89.3% | +83.8% | -6.1% |
| All | -5.5% | -89.7% | +84.2% | -6.1% |
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