-65.1%
MSTZ vs IBN
+4.2%
-69.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +3.8% | -13.3% | -5.2% |
| 7D | +0.7% | +8.9% | -8.2% | +11.4% |
| 30D | +16.6% | +12.6% | +3.9% | +35.6% |
| 3M | -74.7% | +3.1% | -77.7% | -73.5% |
| 6M | -43.9% | +20.6% | -64.5% | -27.4% |
| YTD | -84.0% | +5.8% | -89.8% | -81.3% |
| 1Y | -65.1% | +3.7% | -68.8% | -59.2% |
| All | -65.1% | +4.2% | -69.3% | -59.2% |
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