+73.2%
MSFU vs GWRE
+119.2%
-46.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.9% |
| 7D | -1.8% | -13.2% | +11.4% | +4.5% |
| 30D | +0.5% | -18.6% | +19.1% | +8.6% |
| 3M | +51.9% | +18.9% | +33.0% | +33.5% |
| 6M | +35.0% | -11.0% | +45.9% | +35.4% |
| YTD | -9.0% | -29.9% | +20.9% | +1.2% |
| 1Y | -18.8% | -44.3% | +25.5% | -0.8% |
| 3Y | +25.5% | +51.7% | -26.2% | -14.2% |
| All | +73.2% | +119.2% | -46.0% | -9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling