+242.0%
IOVA vs MSTZ
-12.4%
+254.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +6.6% | -10.0% | -2.7% |
| 7D | -6.4% | +24.8% | -31.2% | -3.9% |
| 30D | +25.4% | -59.2% | +84.6% | +16.1% |
| 3M | +115.3% | -56.9% | +172.2% | +106.3% |
| 6M | +56.5% | -57.6% | +114.1% | +54.6% |
| YTD | +198.2% | -73.6% | +271.8% | +191.8% |
| 1Y | +242.0% | -15.6% | +257.6% | +312.3% |
| All | +242.0% | -12.4% | +254.4% | +312.3% |
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