-87.5%
MSTU vs IAG
+278.3%
-365.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.1% | -7.6% | -6.8% |
| 7D | +12.9% | +1.7% | +11.2% | +12.3% |
| 30D | +68.3% | +11.4% | +56.9% | +61.7% |
| 3M | +0.4% | +33.0% | -32.7% | -11.4% |
| 6M | -41.5% | -6.0% | -35.5% | -39.3% |
| YTD | -61.7% | +24.6% | -86.3% | -65.3% |
| 1Y | -93.7% | +105.0% | -198.7% | -95.6% |
| All | -87.5% | +278.3% | -365.8% | -94.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling