-18.2%
IP vs MSTU
-85.2%
+67.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.2% | +5.4% | +2.3% |
| 7D | -5.3% | +21.3% | -26.6% | -6.3% |
| 30D | -10.9% | +90.8% | -101.7% | -14.2% |
| 3M | +11.2% | -6.8% | +17.9% | +9.8% |
| 6M | -10.2% | -39.8% | +29.6% | -10.4% |
| YTD | -2.0% | -55.7% | +53.7% | -2.4% |
| 1Y | -19.1% | -92.7% | +73.6% | -12.3% |
| All | -18.2% | -85.2% | +67.0% | -19.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling