-99.3%
MSTZ vs IAG
+265.4%
-364.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.8% | -0.8% | +8.7% |
| 7D | +4.3% | +24.0% | -19.7% | +20.8% |
| 30D | +30.2% | +5.5% | +24.6% | +39.0% |
| 3M | -66.9% | +8.3% | -75.2% | -62.0% |
| 6M | -26.3% | +6.1% | -32.4% | -8.6% |
| YTD | -80.1% | +20.3% | -100.4% | -71.9% |
| 1Y | -57.5% | +56.5% | -113.9% | -31.3% |
| All | -99.3% | +265.4% | -364.7% | -97.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling