-92.4%
MSTU vs IRM
+4.7%
-97.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.7% | -4.3% | -4.1% |
| 7D | -25.8% | +6.8% | -32.6% | -32.5% |
| 30D | -43.9% | +2.6% | -46.5% | -45.1% |
| 3M | +2.9% | -9.5% | +12.4% | +18.4% |
| 6M | -75.5% | -8.5% | -67.0% | -72.7% |
| YTD | -76.7% | +40.3% | -117.0% | -84.1% |
| 1Y | -88.9% | +28.7% | -117.6% | -91.6% |
| All | -92.4% | +4.7% | -97.2% | -94.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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