+4.4%
IYR vs MSTU
-85.2%
+89.6%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.4% | -0.7% |
| 7D | -1.2% | +21.3% | -22.6% | -1.7% |
| 30D | -2.9% | +90.8% | -93.7% | -4.3% |
| 3M | +0.8% | -6.8% | +7.6% | +0.3% |
| 6M | +1.9% | -39.8% | +41.7% | +1.8% |
| YTD | +9.6% | -55.7% | +65.3% | +9.5% |
| 1Y | +8.1% | -92.7% | +100.7% | +11.6% |
| All | +4.4% | -85.2% | +89.6% | +7.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling