+35.2%
IWF vs MSTU
-87.7%
+122.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.6% | -2.8% | +0.6% |
| 7D | -0.9% | -16.6% | +15.7% | +0.1% |
| 30D | -1.7% | +69.7% | -71.4% | -5.8% |
| 3M | +0.7% | -7.5% | +8.1% | -0.9% |
| 6M | +8.6% | -43.1% | +51.7% | +8.6% |
| YTD | +3.5% | -63.0% | +66.6% | +4.1% |
| 1Y | +7.0% | -93.8% | +100.8% | +18.9% |
| All | +35.2% | -87.7% | +122.8% | +40.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling