+17.2%
IGV vs MSTU
-87.2%
+104.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.4% | +4.6% | -0.3% |
| 7D | -1.5% | +12.9% | -14.4% | -3.0% |
| 30D | -3.0% | +68.3% | -71.4% | -8.5% |
| 3M | +9.6% | +0.4% | +9.2% | +6.6% |
| 6M | +16.1% | -41.5% | +57.6% | +16.3% |
| YTD | -3.6% | -61.7% | +58.1% | -2.8% |
| 1Y | -7.8% | -93.7% | +85.8% | +6.1% |
| All | +17.2% | -87.2% | +104.5% | +21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling