+16.5%
IGV vs MSTZ
-99.2%
+115.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.9% | -5.2% | +0.2% |
| 7D | +2.3% | +30.8% | -28.4% | +4.9% |
| 30D | -6.0% | +41.2% | -47.2% | -2.0% |
| 3M | -4.8% | -60.9% | +56.1% | -8.2% |
| 6M | +14.2% | -15.7% | +29.9% | +20.9% |
| YTD | -4.2% | -75.2% | +71.0% | -3.3% |
| 1Y | -5.3% | -59.8% | +54.5% | +0.4% |
| All | +16.5% | -99.2% | +115.7% | +15.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling