+4.2%
IRM vs MSTZ
-99.2%
+103.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.9% | -5.7% | -0.5% |
| 7D | +6.8% | +30.8% | -24.0% | +8.3% |
| 30D | +2.6% | +41.2% | -38.6% | +5.0% |
| 3M | -9.5% | -60.9% | +51.4% | -11.1% |
| 6M | -8.5% | -15.7% | +7.2% | -5.0% |
| YTD | +40.3% | -75.2% | +115.5% | +41.3% |
| 1Y | +28.7% | -59.8% | +88.5% | +32.6% |
| All | +4.2% | -99.2% | +103.3% | +18.3% |
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 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