+36.0%
IWF vs MSTU
-86.5%
+122.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.6% | +8.3% | +0.2% |
| 7D | +1.5% | +16.1% | -14.7% | +0.3% |
| 30D | -1.3% | +68.7% | -69.9% | -5.3% |
| 3M | +0.1% | -11.0% | +11.1% | -1.2% |
| 6M | +10.3% | -33.4% | +43.6% | +9.3% |
| YTD | +4.2% | -59.5% | +63.7% | +4.2% |
| 1Y | +9.3% | -93.4% | +102.7% | +21.0% |
| All | +36.0% | -86.5% | +122.5% | +40.5% |
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