+663.4%
MSI vs IWD
+203.0%
+460.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | -0.1% | 0.0% |
| 7D | +3.2% | +2.3% | +1.0% | +1.3% |
| 30D | +17.6% | +3.6% | +14.0% | +13.9% |
| 3M | +14.5% | +2.2% | +12.4% | +12.3% |
| 6M | +34.3% | +13.0% | +21.3% | +20.6% |
| YTD | +39.7% | +26.5% | +13.2% | +13.4% |
| 1Y | +40.2% | +30.1% | +10.0% | +10.9% |
| 3Y | +77.1% | +84.9% | -7.7% | +1.3% |
| 5Y | +124.0% | +73.4% | +50.7% | +36.1% |
| All | +663.4% | +203.0% | +460.4% | +163.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling