-85.6%
MSTU vs IWD
+42.2%
-127.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | 0.0% |
| 7D | +21.3% | -0.3% | +21.6% | +24.0% |
| 30D | +90.8% | +0.6% | +90.2% | +86.2% |
| 3M | -6.8% | +7.2% | -14.0% | -32.2% |
| 6M | -39.8% | +16.2% | -56.0% | -69.1% |
| YTD | -55.7% | +23.3% | -79.0% | -81.8% |
| 1Y | -92.7% | +29.6% | -122.2% | -97.5% |
| All | -85.6% | +42.2% | -127.7% | -97.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling