+55.4%
IOT vs MSI
+88.9%
-33.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.6% | -0.5% |
| 7D | -4.5% | -0.4% | -4.1% | -4.3% |
| 30D | -2.4% | -0.8% | -1.7% | -2.1% |
| 3M | +19.0% | +13.9% | +5.0% | +8.6% |
| 6M | +19.6% | +1.3% | +18.3% | +17.2% |
| YTD | +8.3% | +22.3% | -14.0% | -8.8% |
| 1Y | -0.8% | -3.9% | +3.0% | +0.3% |
| 3Y | +24.4% | +69.9% | -45.5% | -29.6% |
| All | +55.4% | +88.9% | -33.5% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 10y: compounded portfolio wealth divided by compounded MSI 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…
10y analysis · Full analysis span regression · 6 months rolling