+808.3%
IWM vs MSI
+508.3%
+300.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.6% |
| 7D | +0.1% | -3.7% | +3.8% | +1.3% |
| 30D | -1.3% | +6.8% | -8.1% | -3.7% |
| 3M | +1.6% | +14.3% | -12.7% | -3.4% |
| 6M | +13.6% | -1.6% | +15.1% | +13.2% |
| YTD | +20.8% | +22.8% | -2.0% | +11.2% |
| 1Y | +26.4% | -1.1% | +27.5% | +25.1% |
| 3Y | +60.7% | +70.5% | -9.8% | +30.5% |
| 5Y | +38.2% | +102.8% | -64.6% | +5.1% |
| 10Y | +169.5% | +597.4% | -427.9% | +34.9% |
| All | +808.3% | +508.3% | +300.0% | +237.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling