-30.2%
MSTZ vs IAG
+119.5%
-149.8%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.2% | +4.8% | +1.0% |
| 7D | -29.7% | -0.5% | -29.2% | -28.7% |
| 30D | -65.3% | +28.9% | -94.2% | -56.4% |
| 3M | -57.3% | +19.1% | -76.5% | -45.3% |
| 6M | -61.6% | -10.3% | -51.4% | -54.8% |
| YTD | -78.3% | +24.2% | -102.5% | -69.4% |
| 1Y | -30.2% | +116.5% | -146.7% | +17.5% |
| All | -30.2% | +119.5% | -149.8% | +17.5% |
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