-87.2%
MSTU vs IVZ
+30.5%
-117.7%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +4.2% | +6.2% | +2.8% |
| 7D | -4.8% | +2.6% | -7.5% | -8.2% |
| 30D | -29.6% | -3.5% | -26.1% | -23.3% |
| 3M | +69.4% | -7.4% | +76.8% | +103.1% |
| 6M | -62.2% | +14.7% | -77.0% | -66.9% |
| YTD | -61.1% | +14.6% | -75.7% | -64.8% |
| 1Y | -87.2% | +30.7% | -117.9% | -89.1% |
| All | -87.2% | +30.5% | -117.7% | -89.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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