+6.2%
IRM vs MSTZ
-99.3%
+105.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.0% | +1.8% |
| 7D | -0.5% | -29.7% | +29.3% | -1.6% |
| 30D | -8.1% | -65.3% | +57.2% | -11.5% |
| 3M | -9.7% | -57.3% | +47.7% | -11.0% |
| 6M | +10.0% | -61.6% | +71.6% | +9.4% |
| YTD | +43.0% | -78.3% | +121.3% | +41.1% |
| 1Y | +32.7% | -30.2% | +62.9% | +37.6% |
| All | +6.2% | -99.3% | +105.5% | +18.1% |
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