-97.7%
IRE vs MSTZ
-31.6%
-66.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +12.8% | -26.3% | -6.0% |
| 7D | +11.1% | +25.6% | -14.5% | +29.7% |
| 30D | -75.2% | +50.6% | -125.7% | -62.8% |
| 3M | -86.4% | -64.5% | -21.9% | -88.8% |
| 6M | -94.8% | -14.0% | -80.8% | -90.2% |
| YTD | -93.3% | -76.4% | -16.9% | -89.0% |
| 1Y | -97.5% | -56.2% | -41.2% | -90.2% |
| All | -97.7% | -31.6% | -66.1% | -81.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling