+5.6%
IYR vs MSTU
-94.2%
+99.9%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.8% | +5.9% | -0.8% |
| 7D | -2.8% | -22.0% | +19.2% | -2.5% |
| 30D | -2.5% | +60.3% | -62.8% | -3.5% |
| 3M | -3.0% | -3.7% | +0.8% | -3.3% |
| 6M | +1.6% | -45.2% | +46.8% | +1.9% |
| YTD | +7.3% | -64.3% | +71.6% | +7.7% |
| 1Y | +5.6% | -94.0% | +99.6% | +9.1% |
| All | +5.6% | -94.2% | +99.9% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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