+72.2%
MSFU vs IWD
+86.5%
-14.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -1.2% |
| 7D | -3.2% | -0.2% | -3.0% | -2.9% |
| 30D | -3.1% | -0.8% | -2.3% | -1.9% |
| 3M | +35.3% | +8.0% | +27.2% | +22.7% |
| 6M | +31.6% | +18.2% | +13.4% | +5.0% |
| YTD | -9.5% | +22.3% | -31.9% | -31.6% |
| 1Y | -18.4% | +28.9% | -47.3% | -43.0% |
| 3Y | +26.9% | +71.5% | -44.6% | -41.7% |
| All | +72.2% | +86.5% | -14.2% | -29.4% |
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