-83.7%
IRE vs MSTZ
-37.1%
-46.6%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +2.6% | +11.4% | +15.5% |
| 7D | +54.8% | -29.7% | +84.5% | +33.2% |
| 30D | +18.4% | -65.3% | +83.7% | -25.8% |
| 3M | -66.7% | -57.3% | -9.4% | -70.0% |
| 6M | -52.3% | -61.6% | +9.3% | -50.9% |
| YTD | -52.3% | -78.3% | +26.0% | -43.1% |
| All | -83.7% | -37.1% | -46.6% | -5.8% |
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