+88.0%
MSFU vs IWD
+92.8%
-4.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.1% |
| 7D | -2.8% | +2.3% | -5.0% | -5.7% |
| 30D | -5.3% | +3.6% | -8.9% | -9.3% |
| 3M | +7.2% | +2.2% | +5.1% | +5.0% |
| 6M | +51.0% | +13.0% | +38.0% | +29.5% |
| YTD | -1.2% | +26.5% | -27.8% | -28.2% |
| 1Y | -10.3% | +30.1% | -40.5% | -37.6% |
| 3Y | +22.2% | +84.9% | -62.6% | -49.5% |
| All | +88.0% | +92.8% | -4.8% | -25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling