-86.8%
MSTU vs IWD
+41.0%
-127.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.8% | -7.8% | -4.9% |
| 7D | +16.1% | -0.2% | +16.3% | +18.5% |
| 30D | +68.7% | -0.8% | +69.4% | +75.6% |
| 3M | -11.0% | +8.0% | -19.0% | -38.1% |
| 6M | -33.4% | +18.2% | -51.6% | -68.6% |
| YTD | -59.5% | +22.3% | -81.8% | -82.7% |
| 1Y | -93.4% | +28.9% | -122.2% | -97.7% |
| All | -86.8% | +41.0% | -127.8% | -97.2% |
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 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