+161.3%
IWM vs MSI
+689.5%
-528.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.6% | +0.6% | +2.0% |
| 7D | +1.2% | +8.3% | -7.1% | -2.6% |
| 30D | +1.3% | +18.9% | -17.6% | -6.7% |
| 3M | -6.1% | +13.2% | -19.3% | -11.6% |
| 6M | -0.1% | +38.3% | -38.4% | -15.1% |
| YTD | +15.5% | +38.9% | -23.3% | -3.2% |
| 1Y | +18.1% | +36.7% | -18.6% | -0.4% |
| 3Y | +74.6% | +76.6% | -1.9% | +25.7% |
| 5Y | +24.6% | +124.5% | -99.9% | -22.6% |
| 10Y | +161.3% | +674.5% | -513.2% | -7.4% |
| All | +161.3% | +689.5% | -528.2% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 10y: compounded portfolio wealth divided by compounded MSI 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…
10y analysis · Full analysis span regression · 6 months rolling