+505.8%
MSI vs IWD
+726.5%
-220.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.2% |
| 7D | -3.7% | -0.3% | -3.4% | -3.5% |
| 30D | +6.8% | +0.6% | +6.2% | +6.1% |
| 3M | +14.3% | +7.2% | +7.1% | +6.0% |
| 6M | -1.6% | +16.2% | -17.8% | -16.4% |
| YTD | +22.8% | +23.3% | -0.5% | -2.3% |
| 1Y | -1.1% | +29.6% | -30.7% | -25.5% |
| 3Y | +70.5% | +70.5% | 0.0% | -5.8% |
| 5Y | +102.8% | +73.5% | +29.3% | +9.6% |
| 10Y | +597.4% | +198.3% | +399.1% | +99.2% |
| All | +505.8% | +726.5% | -220.7% | -51.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling