-1.3%
IWF vs MSTU
-88.0%
+86.7%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +10.3% | -9.9% | -0.2% |
| 7D | -4.2% | -4.8% | +0.7% | -4.0% |
| 30D | -8.1% | -29.6% | +21.4% | -6.8% |
| 3M | -5.1% | +69.4% | -74.5% | -9.3% |
| 6M | -1.4% | -62.2% | +60.8% | +0.8% |
| YTD | -0.1% | -61.1% | +61.0% | -1.2% |
| 1Y | -1.3% | -87.2% | +85.9% | +1.8% |
| All | -1.3% | -88.0% | +86.7% | +1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling