-13.6%
MSFU vs WSM
+31.6%
-45.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.5% | +5.3% | +1.6% |
| 7D | -4.9% | -3.2% | -1.7% | -4.5% |
| 30D | -9.1% | +4.6% | -13.7% | -9.2% |
| 3M | +8.7% | +2.4% | +6.2% | +8.5% |
| 6M | +48.3% | +43.7% | +4.6% | +44.3% |
| YTD | -1.6% | +42.1% | -43.7% | -0.8% |
| 1Y | -13.6% | +32.3% | -45.8% | -13.3% |
| All | -13.6% | +31.6% | -45.2% | -13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling