-99.3%
MSTZ vs IBN
+13.2%
-112.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.2% | -3.4% | +4.0% |
| 7D | -1.2% | +15.1% | -16.3% | +10.8% |
| 30D | +22.2% | +21.6% | +0.5% | +44.4% |
| 3M | -70.4% | +11.2% | -81.6% | -67.5% |
| 6M | -31.0% | +27.8% | -58.8% | -13.6% |
| YTD | -81.0% | +14.7% | -95.7% | -77.2% |
| 1Y | -61.2% | +14.4% | -75.6% | -53.4% |
| All | -99.3% | +13.2% | -112.6% | -99.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling