-8.1%
MSFU vs WAB
+47.8%
-55.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.8% | -6.1% | -3.9% |
| 7D | +4.0% | +4.0% | 0.0% | +5.0% |
| 30D | -2.3% | +6.3% | -8.7% | -0.6% |
| 3M | +7.1% | +3.3% | +3.8% | +7.4% |
| 6M | +48.9% | +14.5% | +34.4% | +59.7% |
| YTD | +2.4% | +42.7% | -40.2% | +16.5% |
| 1Y | -8.1% | +45.2% | -53.3% | +5.2% |
| All | -8.1% | +47.8% | -55.9% | +5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling