+76.3%
MSFU vs WPM
+421.9%
-345.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.1% | -3.1% | -3.9% |
| 7D | -5.7% | +1.1% | -6.8% | -5.9% |
| 30D | +4.2% | +26.4% | -22.2% | -1.8% |
| 3M | +27.9% | +20.8% | +7.1% | +21.4% |
| 6M | +37.1% | +1.1% | +36.0% | +34.7% |
| YTD | -7.4% | +32.5% | -39.8% | -15.6% |
| 1Y | -19.6% | +51.5% | -71.1% | -29.8% |
| 3Y | +33.2% | +267.0% | -233.8% | -15.9% |
| All | +76.3% | +421.9% | -345.6% | -12.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling