+25.2%
MSFU vs WCN
+48.9%
-23.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.6% | -4.9% | -4.4% |
| 7D | +4.0% | +2.6% | +1.4% | +3.7% |
| 30D | -2.3% | +25.3% | -27.6% | -6.1% |
| 3M | +7.1% | +15.2% | -8.1% | +4.8% |
| 6M | +48.9% | +26.4% | +22.5% | +41.1% |
| YTD | +2.4% | +9.9% | -7.5% | +1.7% |
| 1Y | -8.1% | +16.2% | -24.3% | -11.0% |
| 3Y | +25.2% | +49.4% | -24.2% | +13.7% |
| All | +25.2% | +48.9% | -23.7% | +13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling