-87.5%
MSTU vs IQV
+6.7%
-94.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.6% | -4.8% |
| 7D | +12.9% | -2.6% | +15.5% | +16.0% |
| 30D | +68.3% | +6.2% | +62.2% | +64.5% |
| 3M | +0.4% | +38.0% | -37.6% | -21.3% |
| 6M | -41.5% | +43.9% | -85.4% | -56.4% |
| YTD | -61.7% | +14.0% | -75.7% | -64.0% |
| 1Y | -93.7% | +35.5% | -129.2% | -94.8% |
| All | -87.5% | +6.7% | -94.2% | -90.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling