-85.6%
MSTU vs IVZ
+115.3%
-200.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.3% | -4.8% |
| 7D | +21.3% | +0.6% | +20.7% | +21.7% |
| 30D | +90.8% | +4.0% | +86.8% | +82.3% |
| 3M | -6.8% | +18.2% | -24.9% | -25.0% |
| 6M | -39.8% | +32.8% | -72.6% | -58.5% |
| YTD | -55.7% | +28.7% | -84.4% | -67.1% |
| 1Y | -92.7% | +55.4% | -148.0% | -95.8% |
| All | -85.6% | +115.3% | -200.8% | -95.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling