+100.8%
IVV vs MSFU
+103.9%
-3.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.5% | -3.1% | +1.3% |
| 7D | +0.1% | +14.6% | -14.5% | -2.7% |
| 30D | -3.3% | +2.1% | -5.4% | -4.0% |
| 3M | -2.4% | +14.7% | -17.0% | -5.5% |
| 6M | +2.6% | +55.7% | -53.1% | -8.0% |
| YTD | +11.3% | +7.1% | +4.2% | +7.3% |
| 1Y | +13.4% | -0.5% | +13.9% | +11.3% |
| 3Y | +80.3% | +35.7% | +44.6% | +53.9% |
| All | +100.8% | +103.9% | -3.1% | +48.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling