+181.3%
MS vs IWD
+70.7%
+110.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +0.9% | +1.3% |
| 7D | +1.4% | -0.3% | +1.6% | +1.8% |
| 30D | -0.3% | +0.6% | -0.8% | -1.2% |
| 3M | +0.3% | +7.2% | -6.9% | -10.2% |
| 6M | +31.3% | +16.2% | +15.1% | +3.6% |
| YTD | +24.7% | +23.3% | +1.3% | -10.3% |
| 1Y | +47.9% | +29.6% | +18.3% | -1.6% |
| All | +181.3% | +70.7% | +110.7% | +21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling