-82.0%
IRE vs MSTZ
-31.9%
-50.1%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | +8.2% | +2.1% | +14.8% |
| 7D | +58.9% | -25.4% | +84.3% | +39.8% |
| 30D | +17.2% | -60.9% | +78.0% | -22.1% |
| 3M | -58.6% | -54.2% | -4.4% | -62.8% |
| 6M | -23.5% | -65.0% | +41.5% | -28.3% |
| YTD | -47.4% | -76.5% | +29.1% | -34.7% |
| All | -82.0% | -31.9% | -50.1% | +8.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling