-3.5%
MSFU vs IWD
+33.0%
-36.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +2.6% | +10.9% | +10.9% |
| 7D | +8.2% | +2.5% | +5.6% | +5.8% |
| 30D | +10.2% | +6.0% | +4.2% | +5.0% |
| 3M | +22.9% | +3.8% | +19.1% | +19.2% |
| 6M | +63.2% | +16.3% | +46.9% | +53.5% |
| YTD | +11.7% | +27.5% | -15.7% | +0.4% |
| 1Y | -3.5% | +32.8% | -36.3% | -16.5% |
| All | -3.5% | +33.0% | -36.5% | -16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling