+2,018.8%
MSI vs IOVA
-92.2%
+2,111.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +2.6% |
| 7D | +8.3% | +1.9% | +6.5% | +8.3% |
| 30D | +18.9% | -44.1% | +63.0% | +19.6% |
| 3M | +13.2% | +28.9% | -15.6% | +12.5% |
| 6M | +38.3% | +125.7% | -87.4% | +36.1% |
| YTD | +38.9% | +199.3% | -160.4% | +35.9% |
| 1Y | +36.7% | +255.2% | -218.5% | +33.3% |
| 3Y | +76.6% | +106.8% | -30.3% | +71.2% |
| 5Y | +124.5% | -67.1% | +191.6% | +120.6% |
| 10Y | +674.5% | +16.7% | +657.8% | +649.9% |
| All | +2,018.8% | -92.2% | +2,111.1% | +1,905.3% |
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