-85.6%
MSTU vs IOVA
-15.6%
-70.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.0% | -4.2% | -3.4% |
| 7D | +21.3% | +9.7% | +11.6% | +18.3% |
| 30D | +90.8% | +102.5% | -11.7% | +54.8% |
| 3M | -6.8% | +100.7% | -107.5% | -24.7% |
| 6M | -39.8% | +106.3% | -146.2% | -53.1% |
| YTD | -55.7% | +222.0% | -277.7% | -70.1% |
| 1Y | -92.7% | +299.5% | -392.2% | -95.4% |
| All | -85.6% | -15.6% | -70.0% | -82.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling