+73.2%
MSFU vs WCN
+16.3%
+56.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +1.0% | +1.1% |
| 7D | -1.8% | -3.1% | +1.3% | -0.7% |
| 30D | +0.5% | -3.4% | +3.9% | +1.8% |
| 3M | +51.9% | +3.0% | +48.9% | +48.8% |
| 6M | +35.0% | -3.8% | +38.7% | +35.8% |
| YTD | -9.0% | -8.3% | -0.7% | -6.4% |
| 1Y | -18.8% | -9.7% | -9.1% | -16.0% |
| 3Y | +25.5% | +17.2% | +8.3% | +8.4% |
| All | +73.2% | +16.3% | +56.9% | +60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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