+808.5%
MS vs IWD
+197.9%
+610.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +0.9% | +1.2% |
| 7D | +1.4% | -0.3% | +1.6% | +1.8% |
| 30D | -0.3% | +0.6% | -0.8% | -1.1% |
| 3M | +0.3% | +7.2% | -6.9% | -9.5% |
| 6M | +31.3% | +16.2% | +15.1% | +5.6% |
| YTD | +24.7% | +23.3% | +1.3% | -7.9% |
| 1Y | +47.9% | +29.6% | +18.3% | +1.8% |
| 3Y | +178.3% | +70.5% | +107.9% | +31.8% |
| 5Y | +144.9% | +73.5% | +71.4% | +14.0% |
| All | +808.5% | +197.9% | +610.6% | +89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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