+16.8%
IYR vs MSFU
+70.7%
-53.9%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.0% |
| 7D | -0.9% | -2.3% | +1.4% | -0.7% |
| 30D | -2.4% | -6.3% | +3.9% | -1.9% |
| 3M | -2.0% | +40.0% | -42.0% | -5.6% |
| 6M | +2.5% | +30.1% | -27.6% | -1.3% |
| YTD | +8.3% | -10.3% | +18.6% | +8.7% |
| 1Y | +6.5% | -19.0% | +25.5% | +8.0% |
| 3Y | +29.3% | +25.8% | +3.5% | +15.0% |
| All | +16.8% | +70.7% | -53.9% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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