-7.5%
IGV vs MSTZ
-63.1%
+55.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -9.6% | +10.4% | -0.1% |
| 7D | -7.5% | +0.7% | -8.2% | -7.2% |
| 30D | -5.6% | +16.6% | -22.2% | -3.3% |
| 3M | +1.5% | -74.7% | +76.2% | -6.5% |
| 6M | +17.1% | -43.9% | +61.0% | +19.8% |
| YTD | -2.0% | -84.0% | +82.0% | -6.0% |
| 1Y | -7.5% | -65.1% | +57.6% | -4.6% |
| All | -7.5% | -63.1% | +55.6% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 1y: compounded portfolio wealth divided by compounded MSTZ 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…
1y analysis · Full analysis span regression · 6 months rolling