+2.2%
IYR vs MSTZ
-99.1%
+101.3%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.6% | -7.5% | -0.8% |
| 7D | -2.8% | +24.8% | -27.6% | -2.4% |
| 30D | -2.5% | -59.2% | +56.7% | -3.7% |
| 3M | -3.0% | -56.9% | +53.9% | -3.6% |
| 6M | +1.6% | -57.6% | +59.2% | +1.4% |
| YTD | +7.3% | -73.6% | +80.9% | +7.0% |
| 1Y | +5.6% | -15.6% | +21.2% | +8.4% |
| All | +2.2% | -99.1% | +101.3% | +4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling