-14.0%
MSTZ vs IBN
+34.2%
-48.2%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -1.0% | +13.8% | +12.2% |
| 7D | +25.6% | +5.7% | +19.9% | +29.6% |
| 30D | +50.6% | +20.5% | +30.1% | +76.7% |
| 3M | -64.5% | +15.2% | -79.8% | -59.9% |
| 6M | -14.0% | +34.5% | -48.5% | +32.3% |
| All | -14.0% | +34.2% | -48.2% | +32.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling