-86.8%
MSTU vs IOVA
-16.4%
-70.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -1.0% | -7.6% | -8.4% |
| 7D | +16.1% | +5.1% | +11.1% | +14.6% |
| 30D | +68.7% | +37.2% | +31.4% | +55.5% |
| 3M | -11.0% | +117.5% | -128.5% | -29.6% |
| 6M | -33.4% | +69.6% | -103.0% | -44.6% |
| YTD | -59.5% | +218.7% | -278.2% | -72.6% |
| 1Y | -93.4% | +265.5% | -358.9% | -95.7% |
| All | -86.8% | -16.4% | -70.4% | -84.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling