-99.2%
MSTZ vs IBN
-1.3%
-97.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -2.5% | +10.7% | +6.0% |
| 7D | -25.4% | -2.2% | -23.2% | -26.7% |
| 30D | -60.9% | -2.3% | -58.6% | -61.7% |
| 3M | -54.2% | +15.9% | -70.0% | -47.7% |
| 6M | -65.0% | +5.6% | -70.6% | -61.5% |
| YTD | -76.5% | -0.1% | -76.4% | -75.0% |
| 1Y | -23.4% | -6.5% | -16.8% | -21.8% |
| All | -99.2% | -1.3% | -97.8% | -98.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling