-99.1%
MSTZ vs IBN
+15.3%
-114.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.4% | +4.6% | +5.2% |
| 7D | +30.8% | +1.9% | +28.9% | +32.5% |
| 30D | +41.2% | +22.1% | +19.1% | +66.8% |
| 3M | -60.9% | +17.1% | -78.0% | -55.2% |
| 6M | -15.7% | +35.5% | -51.2% | +11.0% |
| YTD | -75.2% | +16.8% | -92.0% | -69.8% |
| 1Y | -59.8% | +12.4% | -72.2% | -52.2% |
| All | -99.1% | +15.3% | -114.5% | -98.6% |
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