+85.8%
MSFU vs IWD
+93.2%
-7.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.4% | -5.2% | -5.4% |
| 7D | -12.7% | -0.6% | -12.1% | -11.8% |
| 30D | -9.0% | +3.6% | -12.6% | -12.9% |
| 3M | +2.9% | +2.7% | +0.3% | +0.1% |
| 6M | +43.5% | +13.2% | +30.3% | +22.7% |
| YTD | -2.4% | +26.8% | -29.2% | -29.3% |
| 1Y | -13.5% | +29.3% | -42.8% | -39.2% |
| 3Y | +19.2% | +85.1% | -65.9% | -50.8% |
| All | +85.8% | +93.2% | -7.5% | -27.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling