+71.2%
MSFU vs GWW
+134.3%
-63.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | -6.9% | -3.1% | -3.8% | -5.7% |
| 30D | -5.1% | -2.3% | -2.8% | -4.2% |
| 3M | +44.6% | -3.3% | +48.0% | +45.8% |
| 6M | +32.8% | +15.4% | +17.4% | +22.5% |
| YTD | -10.1% | +26.7% | -36.8% | -22.0% |
| 1Y | -19.4% | +29.0% | -48.3% | -31.1% |
| 3Y | +26.2% | +89.0% | -62.8% | -16.0% |
| All | +71.2% | +134.3% | -63.0% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 10y: compounded portfolio wealth divided by compounded GWW 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…
10y analysis · Full analysis span regression · 6 months rolling