-88.4%
MSTU vs IOVA
-21.8%
-66.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -3.4% | -3.4% | -5.8% |
| 7D | -22.0% | -6.4% | -15.6% | -20.5% |
| 30D | +60.3% | +25.4% | +34.9% | +51.6% |
| 3M | -3.7% | +115.3% | -119.1% | -23.8% |
| 6M | -45.2% | +56.5% | -101.7% | -53.4% |
| YTD | -64.3% | +198.2% | -262.5% | -75.4% |
| 1Y | -94.0% | +242.0% | -336.0% | -96.1% |
| All | -88.4% | -21.8% | -66.6% | -85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 10y: compounded portfolio wealth divided by compounded IOVA 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…
10y analysis · Full analysis span regression · 6 months rolling