-25.5%
IP vs MSTZ
-99.2%
+73.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +12.8% | -14.9% | -1.5% |
| 7D | -0.9% | +25.6% | -26.5% | +0.2% |
| 30D | +6.7% | +50.6% | -43.9% | +9.2% |
| 3M | -16.6% | -64.5% | +47.9% | -18.8% |
| 6M | +6.0% | -14.0% | +20.0% | +9.6% |
| YTD | -10.7% | -76.4% | +65.7% | -10.9% |
| 1Y | -6.7% | -56.2% | +49.6% | -3.3% |
| All | -25.5% | -99.2% | +73.7% | -27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling