+46.5%
IWD vs MSTZ
-99.3%
+145.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +0.4% |
| 7D | -0.6% | +31.0% | -31.6% | +0.3% |
| 30D | +3.6% | +34.0% | -30.4% | +4.8% |
| 3M | +2.7% | -67.7% | +70.3% | +0.5% |
| 6M | +13.2% | -14.9% | +28.1% | +15.6% |
| YTD | +26.8% | -79.1% | +105.8% | +26.1% |
| 1Y | +29.3% | -58.9% | +88.2% | +32.1% |
| All | +46.5% | -99.3% | +145.8% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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