+37.2%
IWM vs MSTZ
-99.2%
+136.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.2% | -8.6% | 0.0% |
| 7D | +1.4% | -25.4% | +26.8% | +0.2% |
| 30D | -2.3% | -60.9% | +58.6% | -6.4% |
| 3M | +4.0% | -54.2% | +58.1% | +2.0% |
| 6M | +17.9% | -65.0% | +82.9% | +15.7% |
| YTD | +20.2% | -76.5% | +96.7% | +18.5% |
| 1Y | +25.0% | -23.4% | +48.3% | +35.1% |
| All | +37.2% | -99.2% | +136.4% | +27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling