+34.1%
IWF vs MSTZ
-99.1%
+133.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.6% | -7.5% | -0.5% |
| 7D | -1.7% | +24.8% | -26.5% | -0.4% |
| 30D | -1.8% | -59.2% | +57.4% | -5.7% |
| 3M | +1.5% | -56.9% | +58.3% | -0.9% |
| 6M | +7.7% | -57.6% | +65.3% | +6.8% |
| YTD | +2.7% | -73.6% | +76.3% | +1.9% |
| 1Y | +6.8% | -15.6% | +22.3% | +15.7% |
| All | +34.1% | -99.1% | +133.2% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 5y: compounded portfolio wealth divided by compounded MSTZ 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…
5y analysis · Full analysis span regression · 6 months rolling