+30.2%
MSFU vs IWD
+70.7%
-40.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.7% | -3.5% | -3.4% |
| 7D | -5.7% | -0.3% | -5.4% | -5.3% |
| 30D | +4.2% | +0.6% | +3.6% | +3.6% |
| 3M | +27.9% | +7.2% | +20.7% | +18.6% |
| 6M | +37.1% | +16.2% | +20.9% | +14.7% |
| YTD | -7.4% | +23.3% | -30.7% | -28.4% |
| 1Y | -19.6% | +29.6% | -49.2% | -41.9% |
| All | +30.2% | +70.7% | -40.5% | -29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling