-88.4%
MSTU vs IAG
+270.0%
-358.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -2.2% | -4.6% | -5.4% |
| 7D | -22.0% | -4.1% | -18.0% | -19.9% |
| 30D | +60.3% | +10.6% | +49.7% | +55.0% |
| 3M | -3.7% | +35.4% | -39.1% | -15.4% |
| 6M | -45.2% | -9.5% | -35.6% | -41.8% |
| YTD | -64.3% | +21.8% | -86.1% | -67.2% |
| 1Y | -94.0% | +84.1% | -178.2% | -95.6% |
| All | -88.4% | +270.0% | -358.4% | -94.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling