-3.5%
MSFU vs WPM
+38.8%
-42.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +12.0% | +1.5% | +10.6% |
| 7D | +8.2% | +3.9% | +4.3% | +6.9% |
| 30D | +10.2% | -3.5% | +13.7% | +10.5% |
| 3M | +22.9% | +14.1% | +8.8% | +18.0% |
| 6M | +63.2% | +6.2% | +57.0% | +57.4% |
| YTD | +11.7% | +12.4% | -0.7% | +4.6% |
| 1Y | -3.5% | +40.0% | -43.5% | -18.2% |
| All | -3.5% | +38.8% | -42.3% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 1y: compounded portfolio wealth divided by compounded WPM 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…
1y analysis · Full analysis span regression · 6 months rolling