+37.3%
IQV vs MSTZ
-18.6%
+55.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.8% | +5.5% | +1.5% |
| 7D | -2.2% | +17.0% | -19.3% | -1.4% |
| 30D | +8.3% | -61.8% | +70.1% | +4.3% |
| 3M | +44.6% | -54.6% | +99.2% | +42.2% |
| 6M | +52.6% | -59.3% | +111.8% | +51.1% |
| YTD | +16.1% | -74.6% | +90.7% | +15.0% |
| 1Y | +37.3% | -18.8% | +56.1% | +55.5% |
| All | +37.3% | -18.6% | +55.9% | +55.5% |
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 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