-87.5%
MSTU vs IRM
+5.3%
-92.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.7% | -4.5% |
| 7D | +12.9% | +3.0% | +9.9% | +9.7% |
| 30D | +68.3% | -5.2% | +73.6% | +79.9% |
| 3M | +0.4% | -8.0% | +8.4% | +8.8% |
| 6M | -41.5% | +9.2% | -50.7% | -48.4% |
| YTD | -61.7% | +41.0% | -102.7% | -74.5% |
| 1Y | -93.7% | +23.3% | -116.9% | -95.1% |
| All | -87.5% | +5.3% | -92.8% | -91.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling