+76.3%
MSFU vs IWF
+119.3%
-43.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.2% | -4.1% |
| 7D | -5.7% | +0.5% | -6.2% | -6.5% |
| 30D | +4.2% | -0.4% | +4.6% | +4.7% |
| 3M | +27.9% | -2.6% | +30.5% | +33.6% |
| 6M | +37.1% | +9.1% | +28.0% | +18.9% |
| YTD | -7.4% | +4.5% | -11.9% | -12.7% |
| 1Y | -19.6% | +10.1% | -29.7% | -30.5% |
| 3Y | +33.2% | +77.6% | -44.4% | -47.4% |
| All | +76.3% | +119.3% | -43.0% | -49.9% |
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