+662.2%
MSI vs IOVA
-0.9%
+663.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.7% | +4.8% | -0.6% |
| 7D | +2.6% | -1.4% | +4.0% | +2.7% |
| 30D | +18.1% | -47.4% | +65.5% | +21.1% |
| 3M | +13.2% | +13.2% | 0.0% | +10.9% |
| 6M | +36.3% | +114.3% | -78.1% | +28.1% |
| YTD | +39.5% | +179.5% | -140.0% | +27.9% |
| 1Y | +36.9% | +200.4% | -163.5% | +24.8% |
| 3Y | +76.1% | +92.2% | -16.1% | +52.4% |
| 5Y | +123.7% | -63.8% | +187.5% | +108.6% |
| All | +662.2% | -0.9% | +663.2% | +506.4% |
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