+35.6%
MSI vs IWD
+29.9%
+5.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.0% | +0.6% | +1.9% |
| 7D | +8.3% | +1.3% | +7.1% | +7.6% |
| 30D | +18.9% | +3.6% | +15.3% | +16.9% |
| 3M | +13.2% | +2.3% | +10.9% | +11.9% |
| 6M | +38.3% | +13.0% | +25.2% | +32.1% |
| YTD | +38.9% | +26.2% | +12.7% | +26.4% |
| All | +35.6% | +29.9% | +5.7% | +21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling