-87.2%
MSTU vs IBN
+4.2%
-91.4%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +3.8% | +6.6% | +5.9% |
| 7D | -4.8% | +8.9% | -13.8% | -13.9% |
| 30D | -29.6% | +12.6% | -42.2% | -39.6% |
| 3M | +69.4% | +3.1% | +66.3% | +62.6% |
| 6M | -62.2% | +20.6% | -82.8% | -70.3% |
| YTD | -61.1% | +5.8% | -66.8% | -63.5% |
| 1Y | -87.2% | +3.7% | -90.8% | -87.9% |
| All | -87.2% | +4.2% | -91.4% | -87.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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