-24.8%
IP vs MSTZ
-99.4%
+74.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +17.7% | -21.7% | -3.2% |
| 7D | -5.0% | +13.4% | -18.3% | -4.3% |
| 30D | +6.5% | +37.5% | -31.0% | +8.5% |
| 3M | -18.0% | -69.9% | +51.9% | -20.8% |
| 6M | +10.3% | -32.0% | +42.3% | +12.9% |
| YTD | -9.9% | -81.2% | +71.3% | -11.0% |
| 1Y | -1.1% | -56.1% | +55.0% | +2.8% |
| All | -24.8% | -99.4% | +74.5% | -28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling