-88.0%
MSTU vs IQV
+8.7%
-96.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.7% | +1.8% | +2.3% |
| 7D | -16.6% | -2.2% | -14.4% | -15.0% |
| 30D | +69.7% | +8.3% | +61.4% | +63.5% |
| 3M | -7.5% | +44.6% | -52.1% | -30.0% |
| 6M | -43.1% | +52.6% | -95.7% | -59.5% |
| YTD | -63.0% | +16.1% | -79.2% | -65.7% |
| 1Y | -93.8% | +37.3% | -131.1% | -94.9% |
| All | -88.0% | +8.7% | -96.6% | -91.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling