-3.5%
MSFU vs IVZ
+30.5%
-34.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +4.2% | +9.3% | +11.4% |
| 7D | +8.2% | +2.6% | +5.5% | +6.9% |
| 30D | +10.2% | -3.5% | +13.7% | +11.9% |
| 3M | +22.9% | -7.4% | +30.3% | +27.0% |
| 6M | +63.2% | +14.7% | +48.5% | +56.0% |
| YTD | +11.7% | +14.6% | -2.9% | +4.6% |
| 1Y | -3.5% | +30.7% | -34.2% | -12.2% |
| All | -3.5% | +30.5% | -34.0% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 1y: compounded portfolio wealth divided by compounded IVZ 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…
1y analysis · Full analysis span regression · 6 months rolling