-0.7%
IEF vs MSTU
-92.2%
+91.6%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.0% | +4.8% | -0.2% |
| 7D | -2.0% | -25.8% | +23.8% | -2.0% |
| 30D | +0.7% | -43.9% | +44.6% | +0.7% |
| 3M | -2.5% | +2.9% | -5.4% | -2.5% |
| 6M | -2.6% | -75.5% | +72.9% | -2.7% |
| YTD | -3.2% | -76.7% | +73.5% | -3.2% |
| 1Y | -3.0% | -88.9% | +85.9% | -3.2% |
| All | -0.7% | -92.2% | +91.6% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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