-85.6%
MSTU vs IRM
+6.8%
-92.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.6% | -4.8% | -5.2% |
| 7D | +21.3% | -0.5% | +21.8% | +22.6% |
| 30D | +90.8% | -8.1% | +98.9% | +111.3% |
| 3M | -6.8% | -9.7% | +2.9% | +3.6% |
| 6M | -39.8% | +10.0% | -49.8% | -47.3% |
| YTD | -55.7% | +43.0% | -98.7% | -71.0% |
| 1Y | -92.7% | +32.7% | -125.3% | -94.7% |
| All | -85.6% | +6.8% | -92.3% | -90.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling