+37.1%
MSFU vs IOT
+39.3%
-2.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +3.7% | -7.9% | -5.6% |
| 7D | -5.7% | -2.3% | -3.4% | -5.0% |
| 30D | +4.2% | +3.8% | +0.4% | +2.2% |
| 3M | +27.9% | +14.2% | +13.7% | +16.1% |
| 6M | +37.1% | +40.1% | -3.0% | +12.7% |
| All | +37.1% | +39.3% | -2.2% | +12.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling