+72.2%
MSFU vs AWK
+3.0%
+69.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.3% |
| 7D | -3.2% | +2.2% | -5.3% | -3.2% |
| 30D | -3.1% | +4.4% | -7.6% | -3.1% |
| 3M | +35.3% | +15.4% | +19.9% | +35.3% |
| 6M | +31.6% | +3.5% | +28.1% | +31.9% |
| YTD | -9.5% | +9.8% | -19.3% | -9.6% |
| 1Y | -18.4% | +3.0% | -21.4% | -17.9% |
| 3Y | +26.9% | +9.7% | +17.3% | +25.3% |
| All | +72.2% | +3.0% | +69.2% | +80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling