+76.3%
MSFU vs IVZ
+141.2%
-64.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.1% | -5.3% | -4.7% |
| 7D | -5.7% | +0.6% | -6.3% | -6.0% |
| 30D | +4.2% | +4.0% | +0.2% | +2.2% |
| 3M | +27.9% | +18.2% | +9.7% | +18.3% |
| 6M | +37.1% | +32.8% | +4.3% | +19.5% |
| YTD | -7.4% | +28.7% | -36.1% | -18.7% |
| 1Y | -19.6% | +55.4% | -75.0% | -35.8% |
| 3Y | +33.2% | +135.2% | -102.0% | -17.5% |
| All | +76.3% | +141.2% | -64.9% | +2.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling