+27.1%
IWF vs MSTU
-92.2%
+119.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.0% | +3.9% | -0.8% |
| 7D | +2.8% | -25.8% | +28.6% | +4.7% |
| 30D | -7.5% | -43.9% | +36.3% | -4.7% |
| 3M | -8.5% | +2.9% | -11.4% | -10.5% |
| 6M | -7.4% | -75.5% | +68.1% | -2.6% |
| YTD | -2.6% | -76.7% | +74.1% | -0.3% |
| 1Y | -1.8% | -88.9% | +87.1% | +4.7% |
| All | +27.1% | -92.2% | +119.4% | +34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling