+76.3%
MSFU vs IOT
+217.8%
-141.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +3.7% | -7.9% | -5.2% |
| 7D | -5.7% | -2.3% | -3.4% | -5.2% |
| 30D | +4.2% | +3.8% | +0.4% | +2.9% |
| 3M | +27.9% | +14.2% | +13.7% | +21.9% |
| 6M | +37.1% | +40.1% | -3.0% | +23.2% |
| YTD | -7.4% | +13.4% | -20.8% | -12.6% |
| 1Y | -19.6% | +12.2% | -31.8% | -25.1% |
| 3Y | +33.2% | +30.0% | +3.2% | +17.1% |
| All | +76.3% | +217.8% | -141.5% | +19.7% |
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 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