+93.3%
MSFU vs WEC
+28.6%
+64.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -1.8% |
| 7D | +2.5% | -0.2% | +2.6% | +2.5% |
| 30D | -1.3% | +12.3% | -13.6% | -1.5% |
| 3M | +8.6% | +8.3% | +0.4% | +8.5% |
| 6M | +48.4% | +3.5% | +44.9% | +48.5% |
| YTD | +1.6% | +12.7% | -11.2% | -0.1% |
| 1Y | -5.8% | +8.2% | -13.9% | -6.6% |
| 3Y | +30.9% | +55.9% | -24.9% | +15.1% |
| All | +93.3% | +28.6% | +64.7% | +106.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 5y: compounded portfolio wealth divided by compounded WEC 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…
5y analysis · Full analysis span regression · 6 months rolling