+611.0%
MS vs IWD
+208.6%
+402.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.6% | -3.3% | -2.1% |
| 7D | -3.4% | -0.9% | -2.5% | -1.9% |
| 30D | -3.9% | +2.6% | -6.5% | -7.3% |
| 3M | -15.9% | +1.2% | -17.2% | -17.2% |
| 6M | -2.5% | +12.1% | -14.6% | -17.3% |
| YTD | +5.1% | +24.1% | -19.1% | -22.9% |
| 1Y | +13.0% | +28.5% | -15.6% | -21.2% |
| 3Y | +160.7% | +79.5% | +81.2% | +14.5% |
| 5Y | +114.0% | +70.3% | +43.7% | +2.5% |
| All | +611.0% | +208.6% | +402.4% | +20.2% |
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