+103.9%
MSFU vs IOVA
-18.3%
+122.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.6% | +3.8% | +5.3% |
| 7D | +14.6% | +1.9% | +12.7% | +14.5% |
| 30D | +2.1% | -44.1% | +46.2% | +5.2% |
| 3M | +14.7% | +28.9% | -14.2% | +11.5% |
| 6M | +55.7% | +125.7% | -70.0% | +44.7% |
| YTD | +7.1% | +199.3% | -192.2% | -3.0% |
| 1Y | -0.5% | +255.2% | -255.7% | -10.9% |
| 3Y | +35.7% | +106.8% | -71.1% | +18.6% |
| All | +103.9% | -18.3% | +122.2% | +101.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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