+95.0%
MSFU vs WPM
+360.1%
-265.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.1% | +0.7% | -3.0% |
| 7D | +4.0% | +16.4% | -12.3% | +0.3% |
| 30D | -2.3% | -1.5% | -0.9% | -2.2% |
| 3M | +7.1% | +2.6% | +4.5% | +5.6% |
| 6M | +48.9% | -1.3% | +50.2% | +47.1% |
| YTD | +2.4% | +16.8% | -14.3% | -4.3% |
| 1Y | -8.1% | +34.1% | -42.2% | -17.4% |
| 3Y | +25.2% | +225.1% | -199.9% | -18.9% |
| All | +95.0% | +360.1% | -265.0% | -0.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling