+37.2%
IWM vs MSTU
-86.5%
+123.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.6% | +8.2% | +0.1% |
| 7D | +1.4% | +16.1% | -14.7% | +0.2% |
| 30D | -2.3% | +68.7% | -70.9% | -6.3% |
| 3M | +4.0% | -11.0% | +15.0% | +2.6% |
| 6M | +17.9% | -33.4% | +51.3% | +17.1% |
| YTD | +20.2% | -59.5% | +79.7% | +20.4% |
| 1Y | +25.0% | -93.4% | +118.3% | +38.9% |
| All | +37.2% | -86.5% | +123.7% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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