+121.0%
MS vs IOT
+66.5%
+54.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.1% | +0.5% |
| 7D | +0.8% | +0.8% | 0.0% | +0.7% |
| 30D | -0.7% | -0.2% | -0.5% | -0.7% |
| 3M | -12.4% | +4.0% | -16.4% | -13.3% |
| 6M | -1.7% | +39.4% | -41.1% | -7.9% |
| YTD | +8.0% | +16.9% | -8.9% | +2.9% |
| 1Y | +16.2% | +4.1% | +12.1% | +12.6% |
| 3Y | +171.3% | +72.7% | +98.6% | +135.8% |
| All | +121.0% | +66.5% | +54.5% | +79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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