-88.4%
MSTU vs IVZ
+107.8%
-196.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.5% | -6.3% | -6.0% |
| 7D | -22.0% | -2.4% | -19.6% | -18.9% |
| 30D | +60.3% | +2.5% | +57.8% | +57.3% |
| 3M | -3.7% | +17.1% | -20.8% | -21.2% |
| 6M | -45.2% | +35.1% | -80.3% | -63.2% |
| YTD | -64.3% | +24.3% | -88.6% | -72.0% |
| 1Y | -94.0% | +48.7% | -142.7% | -96.3% |
| All | -88.4% | +107.8% | -196.2% | -96.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling