+74.4%
MSI vs IOVA
+85.3%
-10.8%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.9% | -4.4% | -0.5% |
| 7D | +4.7% | -5.2% | +9.9% | +4.7% |
| 30D | +14.8% | -37.8% | +52.5% | +15.0% |
| 3M | +8.8% | +29.5% | -20.7% | +7.8% |
| 6M | +19.3% | +96.6% | -77.3% | +17.3% |
| YTD | +35.3% | +194.5% | -159.2% | +32.6% |
| 1Y | +33.8% | +248.1% | -214.3% | +30.8% |
| 3Y | +74.4% | +86.1% | -11.7% | +69.8% |
| All | +74.4% | +85.3% | -10.8% | +69.8% |
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