+478.8%
IREN vs MSTZ
-99.3%
+578.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.6% | +4.7% | +8.0% |
| 7D | +26.0% | -29.7% | +55.8% | +16.8% |
| 30D | +14.9% | -65.3% | +80.2% | -9.6% |
| 3M | -27.8% | -57.3% | +29.6% | -34.0% |
| 6M | +1.9% | -61.6% | +63.6% | -1.8% |
| YTD | +18.3% | -78.3% | +96.6% | +13.5% |
| 1Y | +71.0% | -30.2% | +101.2% | +153.3% |
| All | +478.8% | -99.3% | +578.0% | +361.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling