-19.3%
IOT vs MSTU
-87.7%
+68.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.6% | -3.7% | -0.5% |
| 7D | -4.5% | -16.6% | +12.1% | -2.9% |
| 30D | -2.4% | +69.7% | -72.1% | -8.4% |
| 3M | +19.0% | -7.5% | +26.5% | +16.5% |
| 6M | +19.6% | -43.1% | +62.8% | +19.8% |
| YTD | +8.3% | -63.0% | +71.3% | +9.5% |
| 1Y | -0.8% | -93.8% | +93.0% | +16.8% |
| All | -19.3% | -87.7% | +68.4% | -7.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling