+48.4%
MSFU vs WEC
+2.4%
+46.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -3.1% |
| 7D | +2.5% | -0.2% | +2.6% | +2.2% |
| 30D | -1.3% | +12.3% | -13.6% | +7.9% |
| 3M | +8.6% | +8.3% | +0.4% | +14.9% |
| 6M | +48.4% | +3.5% | +44.9% | +57.3% |
| All | +48.4% | +2.4% | +46.0% | +57.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling