-99.2%
MSTZ vs IFF
-13.8%
-85.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.5% |
| 7D | -29.7% | -1.8% | -27.9% | -30.8% |
| 30D | -65.3% | -2.0% | -63.3% | -65.4% |
| 3M | -57.3% | +18.5% | -75.9% | -51.7% |
| 6M | -61.6% | +11.7% | -73.3% | -56.6% |
| YTD | -78.3% | +29.6% | -107.9% | -72.2% |
| 1Y | -30.2% | +35.0% | -65.2% | -7.0% |
| All | -99.2% | -13.8% | -85.5% | -98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 all: compounded portfolio wealth divided by compounded IFF 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…
all analysis · Full analysis span regression · 6 months rolling