-87.2%
MSTU vs IWD
+33.0%
-120.2%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +2.6% | +7.7% | -2.5% |
| 7D | -4.8% | +2.5% | -7.4% | -15.4% |
| 30D | -29.6% | +6.0% | -35.5% | -46.4% |
| 3M | +69.4% | +3.8% | +65.6% | +44.4% |
| 6M | -62.2% | +16.3% | -78.6% | -82.3% |
| YTD | -61.1% | +27.5% | -88.5% | -86.1% |
| 1Y | -87.2% | +32.8% | -120.0% | -96.1% |
| All | -87.2% | +33.0% | -120.2% | -96.1% |
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