-92.7%
MSTU vs IAG
+119.5%
-212.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.0% | -1.6% |
| 7D | +21.3% | -0.5% | +21.9% | +22.6% |
| 30D | +90.8% | +28.9% | +61.9% | +66.1% |
| 3M | -6.8% | +19.1% | -25.9% | -13.8% |
| 6M | -39.8% | -10.3% | -29.6% | -37.5% |
| YTD | -55.7% | +24.2% | -79.9% | -59.3% |
| 1Y | -92.7% | +116.5% | -209.2% | -94.2% |
| All | -92.7% | +119.5% | -212.2% | -94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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