+22.2%
MSFU vs IOVA
+99.0%
-76.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.3% |
| 7D | -2.8% | -3.5% | +0.7% | -2.6% |
| 30D | -5.3% | -45.4% | +40.1% | -2.4% |
| 3M | +7.2% | +19.0% | -11.8% | +4.9% |
| 6M | +51.0% | +112.0% | -61.0% | +41.3% |
| YTD | -1.2% | +184.2% | -185.5% | -9.9% |
| 1Y | -10.3% | +222.0% | -232.3% | -18.8% |
| 3Y | +22.2% | +92.6% | -70.3% | +17.9% |
| All | +22.2% | +99.0% | -76.8% | +17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling