-88.9%
MSTU vs IAG
+19.6%
-108.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.1% | -6.1% | -5.9% |
| 7D | -25.8% | -7.7% | -18.1% | -20.8% |
| 30D | -43.9% | +1.6% | -45.4% | -44.7% |
| 3M | +2.9% | -2.4% | +5.3% | +9.8% |
| 6M | -75.5% | -7.8% | -67.7% | -73.0% |
| YTD | -76.7% | +5.0% | -81.8% | -75.0% |
| 1Y | -88.9% | +25.7% | -114.6% | -89.9% |
| All | -88.9% | +19.6% | -108.6% | -89.9% |
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