+17.1%
IWM vs MSFU
-12.2%
+29.3%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.8% | +5.7% | +1.2% |
| 7D | -0.3% | -12.7% | +12.3% | +0.4% |
| 30D | +1.9% | -9.0% | +10.9% | +2.3% |
| 3M | -5.7% | +2.9% | -8.6% | -5.8% |
| 6M | -0.3% | +43.5% | -43.8% | -1.9% |
| YTD | +15.8% | -2.4% | +18.2% | +13.2% |
| 1Y | +17.1% | -13.5% | +30.6% | +14.9% |
| All | +17.1% | -12.2% | +29.3% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 1y: compounded portfolio wealth divided by compounded MSFU 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…
1y analysis · Full analysis span regression · 6 months rolling