+70.7%
MSFU vs GWRE
+121.2%
-50.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.0% | +4.1% | +1.4% |
| 7D | -2.3% | -26.2% | +23.9% | +10.6% |
| 30D | -6.3% | -17.8% | +11.5% | +0.8% |
| 3M | +40.0% | +14.2% | +25.7% | +25.4% |
| 6M | +30.1% | -12.9% | +43.0% | +31.9% |
| YTD | -10.3% | -29.2% | +18.9% | -0.7% |
| 1Y | -19.0% | -44.4% | +25.4% | -1.0% |
| 3Y | +25.8% | +51.1% | -25.3% | -13.7% |
| All | +70.7% | +121.2% | -50.5% | -11.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling