+18.1%
IYR vs MSFU
+72.2%
-54.1%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.1% |
| 7D | -0.4% | -3.2% | +2.8% | -0.1% |
| 30D | -2.5% | -3.1% | +0.6% | -2.3% |
| 3M | +1.5% | +35.3% | -33.8% | -2.0% |
| 6M | +3.9% | +31.6% | -27.7% | -0.1% |
| YTD | +9.5% | -9.5% | +19.1% | +9.8% |
| 1Y | +7.5% | -18.4% | +25.9% | +8.9% |
| 3Y | +30.8% | +26.9% | +3.9% | +16.2% |
| All | +18.1% | +72.2% | -54.1% | -7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling