+101.0%
MSI vs IQV
-2.1%
+103.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | -4.0% | -2.6% | -1.4% | -3.5% |
| 30D | -0.5% | +6.2% | -6.6% | -1.8% |
| 3M | +11.4% | +38.0% | -26.6% | +3.4% |
| 6M | +1.0% | +43.9% | -43.0% | -7.6% |
| YTD | +20.7% | +14.0% | +6.6% | +16.0% |
| 1Y | -2.7% | +35.5% | -38.2% | -11.1% |
| 3Y | +68.2% | +20.3% | +47.8% | +54.4% |
| All | +101.0% | -2.1% | +103.1% | +98.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV 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 5y: compounded portfolio wealth divided by compounded IQV 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…
5y analysis · Full analysis span regression · 6 months rolling