+72.2%
MSFU vs WAT
+35.2%
+37.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.9% |
| 7D | -3.2% | -0.7% | -2.4% | -3.0% |
| 30D | -3.1% | -1.0% | -2.2% | -2.9% |
| 3M | +35.3% | +10.9% | +24.4% | +31.0% |
| 6M | +31.6% | +33.2% | -1.6% | +20.7% |
| YTD | -9.5% | +6.1% | -15.6% | -11.9% |
| 1Y | -18.4% | +30.2% | -48.7% | -26.4% |
| 3Y | +26.9% | +52.9% | -25.9% | +0.4% |
| All | +72.2% | +35.2% | +37.0% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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