-11.0%
MSTU vs INIO
-33.6%
+22.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +5.1% | -13.7% | -10.0% |
| 7D | +16.1% | +12.1% | +4.1% | +12.3% |
| 30D | +68.7% | -20.2% | +88.9% | +80.6% |
| 3M | -11.0% | -35.3% | +24.3% | -3.4% |
| All | -11.0% | -33.6% | +22.6% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside INIO.
Daily Out/Under-Performance
Portfolio return minus INIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INIO 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 5y: compounded portfolio wealth divided by compounded INIO 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…
5y analysis · Full analysis span regression · Available span rolling