-22.0%
IP vs MSTZ
-99.3%
+77.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.9% | -2.0% | +3.1% |
| 7D | -3.0% | +4.3% | -7.3% | -2.7% |
| 30D | +10.6% | +30.2% | -19.5% | +12.4% |
| 3M | -13.6% | -66.9% | +53.3% | -16.2% |
| 6M | +10.4% | -26.3% | +36.8% | +13.4% |
| YTD | -6.5% | -80.1% | +73.6% | -7.5% |
| 1Y | -2.1% | -57.5% | +55.4% | +1.4% |
| All | -22.0% | -99.3% | +77.3% | -25.2% |
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