+20.4%
IGV vs MSTZ
-99.3%
+119.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.6% | -4.8% | -2.0% |
| 7D | -4.5% | -29.7% | +25.2% | -6.6% |
| 30D | +3.2% | -65.3% | +68.5% | -3.8% |
| 3M | +4.5% | -57.3% | +61.9% | +1.4% |
| 6M | +22.1% | -61.6% | +83.8% | +19.8% |
| YTD | -1.0% | -78.3% | +77.2% | -3.6% |
| 1Y | -2.1% | -30.2% | +28.1% | +7.2% |
| All | +20.4% | -99.3% | +119.7% | +15.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling