-25.0%
IOVA vs MSTZ
-99.2%
+74.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +12.8% | -18.5% | -4.3% |
| 7D | -1.4% | +25.6% | -27.0% | +1.2% |
| 30D | -47.4% | +50.6% | -97.9% | -44.0% |
| 3M | +13.2% | -64.5% | +77.7% | +8.6% |
| 6M | +114.3% | -14.0% | +128.3% | +129.9% |
| YTD | +179.5% | -76.4% | +255.9% | +182.8% |
| 1Y | +200.4% | -56.2% | +256.6% | +224.9% |
| All | -25.0% | -99.2% | +74.2% | -33.7% |
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