-19.6%
MSFU vs GWRE
-25.4%
+5.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -19.9% | +15.8% | +3.8% |
| 7D | -5.7% | -21.1% | +15.4% | +2.8% |
| 30D | +4.2% | +1.3% | +2.9% | +2.2% |
| 3M | +27.9% | +7.4% | +20.5% | +18.1% |
| 6M | +37.1% | +5.6% | +31.5% | +25.1% |
| YTD | -7.4% | -19.2% | +11.8% | -15.6% |
| 1Y | -19.6% | -25.1% | +5.5% | -26.1% |
| All | -19.6% | -25.4% | +5.8% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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