+70.7%
MSFU vs WAB
+229.7%
-159.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.3% |
| 7D | -2.3% | +0.2% | -2.6% | -2.4% |
| 30D | -6.3% | -4.6% | -1.7% | -4.6% |
| 3M | +40.0% | +5.6% | +34.3% | +34.8% |
| 6M | +30.1% | +13.8% | +16.3% | +18.3% |
| YTD | -10.3% | +31.9% | -42.2% | -26.6% |
| 1Y | -19.0% | +48.3% | -67.3% | -39.3% |
| 3Y | +25.8% | +167.1% | -141.3% | -34.6% |
| All | +70.7% | +229.7% | -159.0% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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