-97.2%
IRE vs MSTZ
-42.4%
-54.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.9% | -7.4% | +0.4% |
| 7D | -15.5% | +4.3% | -19.8% | -9.6% |
| 30D | -70.4% | +30.2% | -100.5% | -60.2% |
| 3M | -81.6% | -66.9% | -14.7% | -85.8% |
| 6M | -94.7% | -26.3% | -68.3% | -91.2% |
| YTD | -91.8% | -80.1% | -11.6% | -88.1% |
| 1Y | -97.6% | -57.5% | -40.1% | -90.0% |
| All | -97.2% | -42.4% | -54.8% | -80.3% |
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