+95.0%
MSFU vs AWK
+10.3%
+84.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.8% | -5.1% | -4.3% |
| 7D | +4.0% | +2.7% | +1.4% | +4.1% |
| 30D | -2.3% | +16.7% | -19.0% | -2.1% |
| 3M | +7.1% | +11.7% | -4.6% | +7.3% |
| 6M | +48.9% | +21.9% | +27.0% | +49.2% |
| YTD | +2.4% | +17.6% | -15.2% | +2.6% |
| 1Y | -8.1% | +19.8% | -27.9% | -8.2% |
| 3Y | +25.2% | +31.0% | -5.8% | +13.5% |
| All | +95.0% | +10.3% | +84.7% | +105.0% |
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