-4.6%
IP vs MSTZ
-54.5%
+49.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.9% | -3.5% | +1.6% |
| 7D | -0.3% | +30.8% | -31.1% | +0.6% |
| 30D | +7.9% | +41.2% | -33.3% | +9.4% |
| 3M | -15.3% | -60.9% | +45.6% | -16.6% |
| 6M | +10.5% | -15.7% | +26.2% | +14.3% |
| YTD | -9.4% | -75.2% | +65.8% | -9.2% |
| 1Y | -4.6% | -59.8% | +55.2% | -6.1% |
| All | -4.6% | -54.5% | +49.9% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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