+808.3%
IWM vs MS
+624.8%
+183.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +0.1% | +1.4% | -1.3% | -0.4% |
| 30D | -1.3% | -0.3% | -1.0% | -1.2% |
| 3M | +1.6% | +0.3% | +1.3% | +1.2% |
| 6M | +13.6% | +31.3% | -17.8% | +3.1% |
| YTD | +20.8% | +24.7% | -3.9% | +11.3% |
| 1Y | +26.4% | +47.9% | -21.5% | +9.9% |
| 3Y | +60.7% | +178.3% | -117.7% | +12.3% |
| 5Y | +38.2% | +144.9% | -106.7% | +0.3% |
| 10Y | +169.5% | +804.5% | -635.1% | +27.2% |
| All | +808.3% | +624.8% | +183.5% | +212.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling