-88.4%
MSTU vs IBN
-3.6%
-84.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.6% | -6.2% | -6.3% |
| 7D | -22.0% | -5.5% | -16.5% | -17.8% |
| 30D | +60.3% | -3.4% | +63.7% | +65.4% |
| 3M | -3.7% | +8.7% | -12.4% | -10.8% |
| 6M | -45.2% | +3.7% | -48.9% | -46.9% |
| YTD | -64.3% | -2.4% | -61.9% | -63.8% |
| 1Y | -94.0% | -8.1% | -85.9% | -93.8% |
| All | -88.4% | -3.6% | -84.8% | -90.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling