-61.2%
MSTZ vs IAG
+55.8%
-117.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.2% | -6.4% | +6.8% |
| 7D | -1.2% | +21.4% | -22.6% | +17.4% |
| 30D | +22.2% | +4.0% | +18.1% | +31.2% |
| 3M | -70.4% | +17.0% | -87.4% | -63.0% |
| 6M | -31.0% | +1.4% | -32.4% | -13.3% |
| YTD | -81.0% | +13.8% | -94.8% | -73.0% |
| 1Y | -61.2% | +55.8% | -117.0% | -24.9% |
| All | -61.2% | +55.8% | -117.0% | -24.9% |
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