-88.4%
MSTU vs IQV
+6.8%
-95.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.1% | -6.9% | -6.9% |
| 7D | -22.0% | -5.3% | -16.7% | -18.7% |
| 30D | +60.3% | +5.5% | +54.8% | +57.3% |
| 3M | -3.7% | +41.2% | -45.0% | -25.9% |
| 6M | -45.2% | +50.5% | -95.7% | -60.6% |
| YTD | -64.3% | +14.1% | -78.5% | -66.5% |
| 1Y | -94.0% | +39.9% | -134.0% | -95.2% |
| All | -88.4% | +6.8% | -95.2% | -91.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling