+25.2%
MSFU vs IWD
+85.4%
-60.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.4% | -4.4% |
| 7D | +4.0% | +1.6% | +2.5% | +2.6% |
| 30D | -2.3% | +3.6% | -5.9% | -6.1% |
| 3M | +7.1% | +2.0% | +5.1% | +5.2% |
| 6M | +48.9% | +13.1% | +35.8% | +29.8% |
| YTD | +2.4% | +26.2% | -23.7% | -23.0% |
| 1Y | -8.1% | +29.6% | -37.7% | -33.5% |
| 3Y | +25.2% | +84.3% | -59.1% | -30.3% |
| All | +25.2% | +85.4% | -60.2% | -30.3% |
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 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