+18.9%
IWM vs MSTZ
-63.1%
+82.0%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -9.6% | +11.1% | +1.0% |
| 7D | +1.0% | +0.7% | +0.2% | +1.1% |
| 30D | +0.2% | +16.6% | -16.4% | +1.4% |
| 3M | -5.6% | -74.7% | +69.1% | -10.1% |
| 6M | +2.7% | -43.9% | +46.6% | +5.6% |
| YTD | +16.2% | -84.0% | +100.2% | +13.6% |
| 1Y | +18.9% | -65.1% | +84.0% | +24.4% |
| All | +18.9% | -63.1% | +82.0% | +24.4% |
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 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