+1.0%
IEF vs MSTU
-86.5%
+87.5%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -8.6% | +8.5% | -0.1% |
| 7D | +0.1% | +16.1% | -16.1% | +0.1% |
| 30D | -0.7% | +68.7% | -69.4% | -0.7% |
| 3M | -0.4% | -11.0% | +10.6% | -0.5% |
| 6M | -2.5% | -33.4% | +30.9% | -2.5% |
| YTD | -1.6% | -59.5% | +57.9% | -1.6% |
| 1Y | -1.3% | -93.4% | +92.0% | -1.8% |
| All | +1.0% | -86.5% | +87.5% | +1.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling