+76.9%
MSI vs IWD
+84.7%
-7.9%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | +2.6% | +1.7% | +0.9% | +1.6% |
| 30D | +18.1% | +3.2% | +14.9% | +15.8% |
| 3M | +13.2% | +2.3% | +10.9% | +11.6% |
| 6M | +36.3% | +12.9% | +23.3% | +26.7% |
| YTD | +39.5% | +26.2% | +13.3% | +20.8% |
| 1Y | +36.9% | +28.3% | +8.6% | +17.2% |
| All | +76.9% | +84.7% | -7.9% | +26.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling