-85.6%
MSTU vs IBN
+1.2%
-86.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.4% | -2.5% |
| 7D | +21.3% | +1.4% | +19.9% | +20.0% |
| 30D | +90.8% | -0.3% | +91.1% | +90.9% |
| 3M | -6.8% | +17.1% | -23.9% | -19.9% |
| 6M | -39.8% | +3.4% | -43.2% | -42.3% |
| YTD | -55.7% | +2.5% | -58.2% | -57.1% |
| 1Y | -92.7% | -4.2% | -88.5% | -92.6% |
| All | -85.6% | +1.2% | -86.8% | -88.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling