-93.8%
MSTU vs IRM
+22.0%
-115.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.0% | +1.6% | +0.5% |
| 7D | -16.6% | -1.4% | -15.2% | -14.5% |
| 30D | +69.7% | -7.4% | +77.1% | +90.3% |
| 3M | -7.5% | -7.4% | -0.1% | -0.6% |
| 6M | -43.1% | +8.7% | -51.8% | -54.1% |
| YTD | -63.0% | +40.9% | -104.0% | -80.7% |
| 1Y | -93.8% | +20.5% | -114.3% | -95.9% |
| All | -93.8% | +22.0% | -115.8% | -95.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling