-76.1%
MSTU vs IRM
-9.9%
-66.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +1.9% | -14.8% | -14.9% |
| 7D | -23.0% | +8.6% | -31.6% | -30.1% |
| 30D | -47.7% | 0.0% | -47.7% | -46.4% |
| 3M | +12.5% | -7.1% | +19.7% | +15.8% |
| 6M | -76.1% | -7.9% | -68.2% | -76.6% |
| All | -76.1% | -9.9% | -66.2% | -76.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling