+666.9%
MSI vs IWD
+207.5%
+459.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.2% |
| 7D | +4.7% | -0.5% | +5.1% | +4.9% |
| 30D | +14.8% | +2.7% | +12.1% | +12.0% |
| 3M | +8.8% | +0.9% | +7.9% | +7.8% |
| 6M | +19.3% | +10.5% | +8.8% | +9.0% |
| YTD | +35.3% | +23.7% | +11.6% | +12.0% |
| 1Y | +33.8% | +28.7% | +5.0% | +6.8% |
| 3Y | +74.4% | +79.7% | -5.3% | +2.2% |
| 5Y | +120.5% | +69.7% | +50.8% | +36.5% |
| All | +666.9% | +207.5% | +459.4% | +175.9% |
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