+72.2%
MSFU vs FWONK
+55.0%
+17.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.1% |
| 7D | -3.2% | -2.1% | -1.1% | -2.3% |
| 30D | -3.1% | -7.7% | +4.5% | +0.2% |
| 3M | +35.3% | +9.3% | +26.0% | +29.0% |
| 6M | +31.6% | +13.3% | +18.2% | +23.3% |
| YTD | -9.5% | -3.6% | -5.9% | -9.0% |
| 1Y | -18.4% | -6.8% | -11.7% | -17.0% |
| 3Y | +26.9% | +43.9% | -16.9% | +2.1% |
| All | +72.2% | +55.0% | +17.2% | +29.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling