+10.6%
IOT vs MSTU
-88.0%
+98.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +10.3% | -6.2% | +3.2% |
| 7D | -0.5% | -4.8% | +4.4% | -0.2% |
| 30D | +1.0% | -29.6% | +30.5% | +3.5% |
| 3M | +10.9% | +69.4% | -58.5% | +3.4% |
| 6M | +39.9% | -62.2% | +102.2% | +43.8% |
| YTD | +20.8% | -61.1% | +81.8% | +19.0% |
| 1Y | +10.6% | -87.2% | +97.7% | +16.1% |
| All | +10.6% | -88.0% | +98.5% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 1y: compounded portfolio wealth divided by compounded MSTU 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…
1y analysis · Full analysis span regression · 6 months rolling