+70.7%
MSFU vs IVZ
+134.1%
-63.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.5% |
| 7D | -2.3% | +1.2% | -3.5% | -2.9% |
| 30D | -6.3% | +1.8% | -8.0% | -7.0% |
| 3M | +40.0% | +15.7% | +24.2% | +30.7% |
| 6M | +30.1% | +36.3% | -6.2% | +12.2% |
| YTD | -10.3% | +24.9% | -35.3% | -20.2% |
| 1Y | -19.0% | +48.9% | -68.0% | -34.0% |
| 3Y | +25.8% | +136.8% | -111.0% | -22.6% |
| All | +70.7% | +134.1% | -63.4% | +0.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling