+27.8%
IWM vs MSTU
-89.5%
+117.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.1% |
| 7D | -2.0% | -4.3% | +2.2% | -1.9% |
| 30D | -1.5% | -34.6% | +33.1% | +0.5% |
| 3M | -8.0% | +39.0% | -47.0% | -11.7% |
| 6M | -4.1% | -70.5% | +66.4% | -0.1% |
| YTD | +11.9% | -68.6% | +80.6% | +12.6% |
| 1Y | +15.0% | -88.6% | +103.7% | +22.8% |
| All | +27.8% | -89.5% | +117.3% | +25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling