+88.0%
MSFU vs IVZ
+112.5%
-24.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | -0.8% |
| 7D | -2.8% | +7.6% | -10.4% | -6.2% |
| 30D | -5.3% | +4.3% | -9.6% | -7.0% |
| 3M | +7.2% | -9.3% | +16.6% | +12.5% |
| 6M | +51.0% | +5.2% | +45.7% | +47.7% |
| YTD | -1.2% | +13.4% | -14.7% | -7.8% |
| 1Y | -10.3% | +25.4% | -35.7% | -20.5% |
| 3Y | +22.2% | +152.5% | -130.3% | -28.0% |
| All | +88.0% | +112.5% | -24.5% | +16.5% |
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