+1,773.5%
MSI vs IOVA
-91.6%
+1,865.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -0.9% |
| 7D | -3.7% | +9.7% | -13.4% | -3.8% |
| 30D | +6.8% | +102.5% | -95.7% | +5.7% |
| 3M | +14.3% | +100.7% | -86.4% | +13.0% |
| 6M | -1.6% | +106.3% | -107.9% | -2.9% |
| YTD | +22.8% | +222.0% | -199.2% | +20.3% |
| 1Y | -1.1% | +299.5% | -300.7% | -3.5% |
| 3Y | +70.5% | +42.9% | +27.5% | +66.4% |
| 5Y | +102.8% | -65.0% | +167.8% | +99.6% |
| 10Y | +597.4% | +10.3% | +587.1% | +576.8% |
| All | +1,773.5% | -91.6% | +1,865.2% | +1,676.4% |
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 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