+70.7%
MSFU vs AWK
+3.0%
+67.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.3% | +0.6% | -2.9% | -2.3% |
| 30D | -6.3% | +4.3% | -10.5% | -6.2% |
| 3M | +40.0% | +12.5% | +27.4% | +39.9% |
| 6M | +30.1% | +3.3% | +26.8% | +30.4% |
| YTD | -10.3% | +9.8% | -20.1% | -10.4% |
| 1Y | -19.0% | +2.9% | -21.9% | -18.6% |
| 3Y | +25.8% | +9.6% | +16.2% | +24.2% |
| All | +70.7% | +3.0% | +67.7% | +79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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