-24.8%
IP vs MSTU
-89.4%
+64.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -18.3% | +14.3% | -3.1% |
| 7D | -5.0% | -18.2% | +13.2% | -4.3% |
| 30D | +6.5% | -42.7% | +49.2% | +8.7% |
| 3M | -18.0% | +37.0% | -55.1% | -20.6% |
| 6M | +10.3% | -70.1% | +80.4% | +13.9% |
| YTD | -9.9% | -68.2% | +58.3% | -9.7% |
| 1Y | -1.1% | -90.1% | +89.0% | +4.9% |
| All | -24.8% | -89.4% | +64.6% | -25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling