+76.3%
MSFU vs AWK
+3.3%
+73.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.1% | -4.0% | -4.2% |
| 7D | -5.7% | +1.7% | -7.4% | -5.7% |
| 30D | +4.2% | +5.6% | -1.4% | +4.2% |
| 3M | +27.9% | +15.9% | +12.0% | +27.9% |
| 6M | +37.1% | +4.6% | +32.5% | +37.4% |
| YTD | -7.4% | +10.1% | -17.4% | -7.4% |
| 1Y | -19.6% | +2.1% | -21.7% | -19.0% |
| 3Y | +33.2% | +9.8% | +23.4% | +31.5% |
| All | +76.3% | +3.3% | +73.1% | +85.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling