-30.2%
MSTZ vs IBN
-4.0%
-26.3%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.0% |
| 7D | -29.7% | +1.4% | -31.1% | -28.9% |
| 30D | -65.3% | -0.3% | -65.0% | -65.5% |
| 3M | -57.3% | +17.1% | -74.4% | -51.4% |
| 6M | -61.6% | +3.4% | -65.0% | -55.8% |
| YTD | -78.3% | +2.5% | -80.8% | -75.8% |
| 1Y | -30.2% | -4.2% | -26.1% | -23.9% |
| All | -30.2% | -4.0% | -26.3% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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