+76.3%
MSFU vs WSM
+245.7%
-169.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.1% | -6.3% | -4.7% |
| 7D | -5.7% | -3.3% | -2.4% | -4.9% |
| 30D | +4.2% | -8.4% | +12.6% | +6.5% |
| 3M | +27.9% | +9.7% | +18.3% | +24.3% |
| 6M | +37.1% | +16.7% | +20.4% | +30.5% |
| YTD | -7.4% | +28.7% | -36.1% | -14.6% |
| 1Y | -19.6% | +13.7% | -33.3% | -23.5% |
| 3Y | +33.2% | +230.1% | -196.9% | -13.6% |
| All | +76.3% | +245.7% | -169.3% | +15.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling