-17.1%
IOVA vs MSTZ
-99.2%
+82.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +5.5% | -8.6% | -2.6% |
| 7D | -2.2% | -23.6% | +21.4% | -3.9% |
| 30D | +31.7% | -60.7% | +92.4% | +23.2% |
| 3M | +117.3% | -58.3% | +175.5% | +108.9% |
| 6M | +55.8% | -60.0% | +115.8% | +53.3% |
| YTD | +208.8% | -75.2% | +284.0% | +203.2% |
| 1Y | +255.7% | -19.9% | +275.6% | +298.4% |
| All | -17.1% | -99.2% | +82.0% | -29.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling