+88.0%
MSFU vs IOT
+227.0%
-139.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | -2.8% | +0.9% | -3.7% | -3.0% |
| 30D | -5.3% | +1.4% | -6.7% | -5.7% |
| 3M | +7.2% | +0.5% | +6.7% | +6.6% |
| 6M | +51.0% | +50.3% | +0.7% | +33.3% |
| YTD | -1.2% | +16.7% | -17.9% | -7.8% |
| 1Y | -10.3% | +6.8% | -17.1% | -15.0% |
| 3Y | +22.2% | +75.5% | -53.3% | +0.4% |
| All | +88.0% | +227.0% | -139.0% | +26.2% |
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 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