+3.1%
IYR vs MSTU
-87.2%
+90.4%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.4% | +4.3% | -1.0% |
| 7D | -0.9% | +12.9% | -13.8% | -1.2% |
| 30D | -2.4% | +68.3% | -70.7% | -3.6% |
| 3M | -2.0% | +0.4% | -2.4% | -2.6% |
| 6M | +2.5% | -41.5% | +44.0% | +2.5% |
| YTD | +8.3% | -61.7% | +70.0% | +8.5% |
| 1Y | +6.5% | -93.7% | +100.1% | +10.2% |
| All | +3.1% | -87.2% | +90.4% | +6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling