+155.0%
MS vs IOT
+61.4%
+93.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.4% |
| 6M | +31.3% | +40.1% | -8.8% | +22.2% |
| YTD | +24.7% | +13.4% | +11.3% | +19.6% |
| 1Y | +47.9% | +12.2% | +35.7% | +41.0% |
| 3Y | +178.3% | +30.0% | +148.4% | +152.2% |
| All | +155.0% | +61.4% | +93.6% | +109.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling