-59.8%
MSTZ vs IBN
+12.1%
-71.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.4% | +4.6% | +5.3% |
| 7D | +30.8% | +1.9% | +28.9% | +32.9% |
| 30D | +41.2% | +22.1% | +19.1% | +75.3% |
| 3M | -60.9% | +17.1% | -78.0% | -53.5% |
| 6M | -15.7% | +35.5% | -51.2% | +22.9% |
| YTD | -75.2% | +16.8% | -92.0% | -68.7% |
| 1Y | -59.8% | +12.4% | -72.2% | -51.7% |
| All | -59.8% | +12.1% | -71.9% | -51.7% |
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