-88.9%
MSTU vs IWD
+28.9%
-117.9%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.2% | -5.2% | -6.1% |
| 7D | -25.8% | +2.3% | -28.1% | -33.9% |
| 30D | -43.9% | +3.6% | -47.4% | -51.6% |
| 3M | +2.9% | +2.2% | +0.7% | -4.1% |
| 6M | -75.5% | +13.0% | -88.5% | -86.2% |
| YTD | -76.7% | +26.5% | -103.2% | -90.6% |
| 1Y | -88.9% | +30.1% | -119.1% | -95.7% |
| All | -88.9% | +28.9% | -117.9% | -95.7% |
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