+103.9%
MSFU vs IWD
+92.3%
+11.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.0% | +3.4% | +2.6% |
| 7D | +14.6% | +1.3% | +13.3% | +13.3% |
| 30D | +2.1% | +3.6% | -1.5% | -2.2% |
| 3M | +14.7% | +2.3% | +12.3% | +12.0% |
| 6M | +55.7% | +13.0% | +42.6% | +33.4% |
| YTD | +7.1% | +26.2% | -19.1% | -21.9% |
| 1Y | -0.5% | +30.5% | -31.0% | -31.0% |
| 3Y | +35.7% | +86.2% | -50.5% | -44.5% |
| All | +103.9% | +92.3% | +11.6% | -19.3% |
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