+113.3%
IVZ vs MSTZ
-99.3%
+212.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | +1.3% |
| 7D | +0.6% | -29.7% | +30.4% | -1.2% |
| 30D | +4.0% | -65.3% | +69.3% | -2.0% |
| 3M | +18.2% | -57.3% | +75.5% | +15.1% |
| 6M | +32.8% | -61.6% | +94.5% | +30.8% |
| YTD | +28.7% | -78.3% | +107.0% | +25.9% |
| 1Y | +55.4% | -30.2% | +85.6% | +66.8% |
| All | +113.3% | -99.3% | +212.6% | +92.6% |
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 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