+93.3%
MSFU vs IOVA
-19.6%
+112.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.9% | -5.7% | -2.1% |
| 7D | +2.5% | -5.2% | +7.6% | +2.8% |
| 30D | -1.3% | -37.8% | +36.5% | +1.0% |
| 3M | +8.6% | +29.5% | -20.8% | +5.6% |
| 6M | +48.4% | +96.6% | -48.2% | +39.0% |
| YTD | +1.6% | +194.5% | -192.9% | -7.9% |
| 1Y | -5.8% | +248.1% | -253.8% | -15.5% |
| 3Y | +30.9% | +86.1% | -55.2% | +15.3% |
| All | +93.3% | -19.6% | +112.9% | +91.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling