-99.2%
MSTZ vs IAG
+215.7%
-314.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -5.1% | +18.0% | +9.4% |
| 7D | +25.6% | -2.1% | +27.6% | +24.7% |
| 30D | +50.6% | -6.2% | +56.7% | +50.0% |
| 3M | -64.5% | -5.1% | -59.4% | -62.4% |
| 6M | -14.0% | -10.0% | -4.0% | -3.1% |
| YTD | -76.4% | +3.9% | -80.3% | -69.4% |
| 1Y | -56.2% | +18.9% | -75.1% | -38.7% |
| All | -99.2% | +215.7% | -314.8% | -97.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling