+36.5%
IWF vs MSTU
-85.2%
+121.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.1% | +0.2% |
| 7D | +0.5% | +21.3% | -20.8% | -1.0% |
| 30D | -0.4% | +90.8% | -91.2% | -5.2% |
| 3M | -2.6% | -6.8% | +4.2% | -4.2% |
| 6M | +9.1% | -39.8% | +49.0% | +8.8% |
| YTD | +4.5% | -55.7% | +60.2% | +4.0% |
| 1Y | +10.1% | -92.7% | +102.8% | +21.2% |
| All | +36.5% | -85.2% | +121.7% | +40.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling