+55.6%
IOT vs MSI
+88.0%
-32.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -1.1% |
| 7D | -0.8% | -1.8% | +1.0% | +0.3% |
| 30D | -4.7% | -0.6% | -4.0% | -4.4% |
| 3M | +17.8% | +13.0% | +4.7% | +8.1% |
| 6M | +16.8% | +0.5% | +16.3% | +15.1% |
| YTD | +8.4% | +21.7% | -13.3% | -8.4% |
| 1Y | -0.8% | -2.6% | +1.8% | -0.8% |
| 3Y | +25.7% | +69.7% | -43.9% | -28.9% |
| All | +55.6% | +88.0% | -32.4% | -18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling