+39.1%
IWM vs MS
+145.3%
-106.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.1% |
| 7D | +0.1% | +1.4% | -1.3% | -0.7% |
| 30D | -1.3% | -0.3% | -1.0% | -1.2% |
| 3M | +1.6% | +0.3% | +1.3% | +0.9% |
| 6M | +13.6% | +31.3% | -17.8% | -3.4% |
| YTD | +20.8% | +24.7% | -3.9% | +5.2% |
| 1Y | +26.4% | +47.9% | -21.5% | -0.4% |
| 3Y | +60.7% | +178.3% | -117.7% | -14.4% |
| All | +39.1% | +145.3% | -106.1% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 MS 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