+39.1%
IWM vs MSI
+103.4%
-64.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.6% |
| 7D | +0.1% | -3.7% | +3.8% | +1.5% |
| 30D | -1.3% | +6.8% | -8.1% | -4.1% |
| 3M | +1.6% | +14.3% | -12.7% | -4.2% |
| 6M | +13.6% | -1.6% | +15.1% | +13.6% |
| YTD | +20.8% | +22.8% | -2.0% | +8.7% |
| 1Y | +26.4% | -1.1% | +27.5% | +25.9% |
| 3Y | +60.7% | +70.5% | -9.8% | +16.6% |
| All | +39.1% | +103.4% | -64.2% | -11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling