-88.4%
MSTU vs IRM
+3.1%
-91.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -2.0% | -4.8% | -4.3% |
| 7D | -22.0% | -1.8% | -20.2% | -20.1% |
| 30D | +60.3% | -7.8% | +68.1% | +77.5% |
| 3M | -3.7% | -7.9% | +4.1% | +4.0% |
| 6M | -45.2% | +6.3% | -51.5% | -49.9% |
| YTD | -64.3% | +38.2% | -102.5% | -75.6% |
| 1Y | -94.0% | +19.8% | -113.8% | -95.2% |
| All | -88.4% | +3.1% | -91.5% | -91.9% |
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