-93.8%
MSTU vs IQV
+41.8%
-135.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.7% | +1.8% | +2.2% |
| 7D | -16.6% | -2.2% | -14.4% | -14.9% |
| 30D | +69.7% | +8.3% | +61.4% | +63.4% |
| 3M | -7.5% | +44.6% | -52.1% | -30.4% |
| 6M | -43.1% | +52.6% | -95.7% | -60.4% |
| YTD | -63.0% | +16.1% | -79.2% | -62.9% |
| 1Y | -93.8% | +37.3% | -131.1% | -95.2% |
| All | -93.8% | +41.8% | -135.6% | -95.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling