-15.6%
IOT vs MSTU
-86.5%
+70.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -8.6% | +8.5% | +0.7% |
| 7D | +2.8% | +16.1% | -13.4% | +0.9% |
| 30D | -1.8% | +68.7% | -70.4% | -7.7% |
| 3M | +17.9% | -11.0% | +28.9% | +15.6% |
| 6M | +13.5% | -33.4% | +46.9% | +12.0% |
| YTD | +13.3% | -59.5% | +72.8% | +13.5% |
| 1Y | -3.3% | -93.4% | +90.0% | +13.1% |
| All | -15.6% | -86.5% | +70.9% | -4.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling