+18.7%
IRM vs MSTZ
-63.1%
+81.8%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -9.6% | +11.3% | +1.0% |
| 7D | +2.6% | +0.7% | +1.8% | +2.8% |
| 30D | +5.6% | +16.6% | -11.0% | +7.4% |
| 3M | -4.7% | -74.7% | +70.0% | -10.5% |
| 6M | -6.1% | -43.9% | +37.8% | -0.9% |
| YTD | +46.3% | -84.0% | +130.4% | +43.4% |
| 1Y | +18.7% | -65.1% | +83.8% | +30.6% |
| All | +18.7% | -63.1% | +81.8% | +30.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling