+13.5%
MS vs WU
-16.0%
+29.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.4% | -0.5% |
| 7D | -1.6% | +11.7% | -13.2% | -2.0% |
| 30D | -3.8% | +12.6% | -16.4% | -4.3% |
| 3M | -14.6% | -0.5% | -14.1% | -14.6% |
| 6M | -5.1% | -18.2% | +13.1% | -3.4% |
| YTD | +4.5% | -19.0% | +23.5% | +5.9% |
| 1Y | +13.5% | -16.7% | +30.2% | +14.4% |
| All | +13.5% | -16.0% | +29.6% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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