-13.6%
IOVA vs MSTZ
-99.3%
+85.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | +1.3% |
| 7D | +9.7% | -29.7% | +39.5% | +7.0% |
| 30D | +102.5% | -65.3% | +167.8% | +87.0% |
| 3M | +100.7% | -57.3% | +158.0% | +93.6% |
| 6M | +106.3% | -61.6% | +168.0% | +101.9% |
| YTD | +222.0% | -78.3% | +300.3% | +212.0% |
| 1Y | +299.5% | -30.2% | +329.8% | +341.7% |
| All | -13.6% | -99.3% | +85.7% | -26.9% |
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