+71.2%
MSFU vs WSM
+240.1%
-168.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.7% |
| 7D | -6.9% | +0.4% | -7.4% | -7.1% |
| 30D | -5.1% | -10.7% | +5.6% | -2.3% |
| 3M | +44.6% | +8.5% | +36.2% | +41.1% |
| 6M | +32.8% | +19.6% | +13.2% | +25.6% |
| YTD | -10.1% | +26.6% | -36.7% | -16.7% |
| 1Y | -19.4% | +12.0% | -31.3% | -23.0% |
| 3Y | +26.2% | +226.6% | -200.5% | -18.0% |
| All | +71.2% | +240.1% | -168.8% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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