+42.8%
IGV vs MSFU
+34.7%
+8.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.5% | -2.8% | +0.7% |
| 7D | -0.4% | +14.6% | -15.0% | -5.6% |
| 30D | -9.9% | +2.1% | -12.1% | -11.0% |
| 3M | -1.2% | +14.7% | -15.9% | -6.6% |
| 6M | +11.3% | +55.7% | -44.3% | -7.7% |
| YTD | -4.0% | +7.1% | -11.1% | -10.0% |
| 1Y | -7.3% | -0.5% | -6.8% | -10.9% |
| 3Y | +42.8% | +35.7% | +7.0% | +13.7% |
| All | +42.8% | +34.7% | +8.0% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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