+71.1%
IWM vs MSFU
+76.3%
-5.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.2% | +4.4% | +0.9% |
| 7D | +0.1% | -5.7% | +5.8% | +1.0% |
| 30D | -1.3% | +4.2% | -5.4% | -2.1% |
| 3M | +1.6% | +27.9% | -26.3% | -3.4% |
| 6M | +13.6% | +37.1% | -23.6% | +5.3% |
| YTD | +20.8% | -7.4% | +28.1% | +20.3% |
| 1Y | +26.4% | -19.6% | +46.0% | +29.5% |
| 3Y | +60.7% | +33.2% | +27.5% | +38.3% |
| All | +71.1% | +76.3% | -5.3% | +32.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling