-97.1%
IRE vs MSTZ
-45.1%
-52.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | +0.8% | +38.8% | +40.0% |
| 7D | -27.2% | -1.2% | -26.0% | -24.6% |
| 30D | -75.1% | +22.2% | -97.3% | -67.7% |
| 3M | -77.9% | -70.4% | -7.5% | -83.9% |
| 6M | -94.6% | -31.0% | -63.6% | -91.2% |
| YTD | -91.5% | -81.0% | -10.5% | -88.1% |
| 1Y | -97.8% | -61.2% | -36.7% | -91.8% |
| All | -97.1% | -45.1% | -52.0% | -80.4% |
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