+184.7%
MS vs IOT
+31.4%
+153.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.7% | -3.5% | -0.3% |
| 7D | +1.4% | -2.3% | +3.7% | +1.7% |
| 30D | -0.3% | +3.8% | -4.0% | -1.0% |
| 3M | +0.3% | +14.2% | -13.9% | -2.5% |
| 6M | +31.3% | +40.1% | -8.8% | +21.4% |
| YTD | +24.7% | +13.4% | +11.3% | +19.5% |
| 1Y | +47.9% | +12.2% | +35.7% | +40.5% |
| All | +184.7% | +31.4% | +153.3% | +149.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling