+76.3%
MSFU vs WCC
+170.7%
-94.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +3.9% | -8.0% | -5.0% |
| 7D | -5.7% | +4.5% | -10.2% | -6.7% |
| 30D | +4.2% | -5.8% | +10.0% | +5.3% |
| 3M | +27.9% | -3.7% | +31.6% | +27.9% |
| 6M | +37.1% | +23.1% | +14.1% | +27.5% |
| YTD | -7.4% | +44.2% | -51.5% | -18.1% |
| 1Y | -19.6% | +62.1% | -81.7% | -32.0% |
| 3Y | +33.2% | +121.1% | -87.9% | -3.5% |
| All | +76.3% | +170.7% | -94.4% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 all: compounded portfolio wealth divided by compounded WCC 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…
all analysis · Full analysis span regression · 6 months rolling