+16.5%
IGV vs MSTU
-92.2%
+108.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.0% | +4.8% | +0.2% |
| 7D | +2.3% | -25.8% | +28.1% | +5.0% |
| 30D | -6.0% | -43.9% | +37.9% | -1.7% |
| 3M | -4.8% | +2.9% | -7.7% | -7.5% |
| 6M | +14.2% | -75.5% | +89.7% | +22.9% |
| YTD | -4.2% | -76.7% | +72.5% | -0.6% |
| 1Y | -5.3% | -88.9% | +83.7% | +3.9% |
| All | +16.5% | -92.2% | +108.7% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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