+85.8%
MSFU vs IWF
+107.4%
-21.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +2.3% | -7.0% | -8.5% |
| 7D | -12.7% | -1.1% | -11.6% | -11.4% |
| 30D | -9.0% | -8.3% | -0.7% | +5.1% |
| 3M | +2.9% | -5.6% | +8.5% | +13.0% |
| 6M | +43.5% | -5.4% | +49.0% | +57.6% |
| YTD | -2.4% | -1.2% | -1.2% | +0.8% |
| 1Y | -13.5% | -2.7% | -10.8% | -8.4% |
| 3Y | +19.2% | +67.8% | -48.5% | -48.4% |
| All | +85.8% | +107.4% | -21.7% | -42.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling