+95.0%
MSFU vs IWD
+92.4%
+2.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.4% | -4.4% |
| 7D | +4.0% | +1.6% | +2.5% | +2.4% |
| 30D | -2.3% | +3.6% | -5.9% | -6.4% |
| 3M | +7.1% | +2.0% | +5.1% | +5.0% |
| 6M | +48.9% | +13.1% | +35.8% | +27.6% |
| YTD | +2.4% | +26.2% | -23.7% | -25.3% |
| 1Y | -8.1% | +29.6% | -37.7% | -35.6% |
| 3Y | +25.2% | +84.3% | -59.1% | -48.0% |
| All | +95.0% | +92.4% | +2.7% | -22.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling