+72.2%
MSFU vs IOT
+217.4%
-145.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | -3.2% | +2.8% | -6.0% | -4.0% |
| 30D | -3.1% | -1.8% | -1.4% | -2.8% |
| 3M | +35.3% | +17.9% | +17.4% | +27.7% |
| 6M | +31.6% | +13.5% | +18.0% | +25.2% |
| YTD | -9.5% | +13.3% | -22.8% | -14.6% |
| 1Y | -18.4% | -3.3% | -15.1% | -20.7% |
| 3Y | +26.9% | +31.3% | -4.4% | +11.4% |
| All | +72.2% | +217.4% | -145.1% | +16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling