-19.6%
MSFU vs FWONK
-4.6%
-15.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.5% | -2.7% | -3.9% |
| 7D | -5.7% | -6.2% | +0.5% | -4.7% |
| 30D | +4.2% | -0.6% | +4.7% | +4.3% |
| 3M | +27.9% | +11.1% | +16.8% | +23.7% |
| 6M | +37.1% | +11.7% | +25.4% | +32.6% |
| YTD | -7.4% | -3.1% | -4.3% | -10.8% |
| 1Y | -19.6% | -4.2% | -15.4% | -20.2% |
| All | -19.6% | -4.6% | -15.0% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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