+62.6%
IOT vs MSI
+87.6%
-25.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.6% |
| 7D | +2.8% | -5.8% | +8.5% | +6.8% |
| 30D | -1.8% | -1.0% | -0.8% | -1.3% |
| 3M | +17.9% | +14.2% | +3.7% | +7.5% |
| 6M | +13.5% | +1.0% | +12.5% | +11.4% |
| YTD | +13.3% | +21.5% | -8.2% | -4.2% |
| 1Y | -3.3% | -2.1% | -1.2% | -3.8% |
| 3Y | +31.3% | +69.3% | -38.0% | -25.6% |
| All | +62.6% | +87.6% | -25.1% | -14.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling