+72.2%
MSFU vs IWF
+118.6%
-46.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -1.8% |
| 7D | -3.2% | +1.5% | -4.7% | -5.5% |
| 30D | -3.1% | -1.3% | -1.9% | -1.2% |
| 3M | +35.3% | +0.1% | +35.1% | +34.7% |
| 6M | +31.6% | +10.3% | +21.3% | +12.2% |
| YTD | -9.5% | +4.2% | -13.7% | -14.3% |
| 1Y | -18.4% | +9.3% | -27.7% | -28.7% |
| 3Y | +26.9% | +79.3% | -52.4% | -50.8% |
| All | +72.2% | +118.6% | -46.4% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling