+32.4%
MSFU vs WAB
+162.1%
-129.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.7% | -4.9% | -4.4% |
| 7D | -5.7% | -3.2% | -2.5% | -4.7% |
| 30D | +4.2% | -4.4% | +8.6% | +5.7% |
| 3M | +27.9% | +7.9% | +20.0% | +22.8% |
| 6M | +37.1% | +8.7% | +28.4% | +29.0% |
| YTD | -7.4% | +33.0% | -40.4% | -24.0% |
| 1Y | -19.6% | +46.7% | -66.3% | -39.0% |
| All | +32.4% | +162.1% | -129.7% | -27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling