+70.7%
MSFU vs IWF
+117.6%
-46.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.1% |
| 7D | -2.3% | +0.5% | -2.9% | -3.1% |
| 30D | -6.3% | -1.4% | -4.9% | -4.1% |
| 3M | +40.0% | +0.4% | +39.5% | +38.6% |
| 6M | +30.1% | +8.5% | +21.6% | +14.1% |
| YTD | -10.3% | +3.7% | -14.0% | -14.4% |
| 1Y | -19.0% | +8.5% | -27.5% | -28.3% |
| 3Y | +25.8% | +78.5% | -52.7% | -50.8% |
| All | +70.7% | +117.6% | -46.9% | -50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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