-65.1%
MSTZ vs IAG
+56.5%
-121.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +10.2% | -19.8% | -0.9% |
| 7D | +0.7% | +1.1% | -0.4% | +3.7% |
| 30D | +16.6% | -5.3% | +21.9% | +16.1% |
| 3M | -74.7% | +18.0% | -92.7% | -68.4% |
| 6M | -43.9% | +7.1% | -51.0% | -29.5% |
| YTD | -84.0% | +5.9% | -90.0% | -78.2% |
| 1Y | -65.1% | +59.4% | -124.5% | -27.4% |
| All | -65.1% | +56.5% | -121.6% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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