-3.5%
MSFU vs WST
+47.3%
-50.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +0.4% | +13.0% | +13.4% |
| 7D | +8.2% | +1.3% | +6.9% | +8.1% |
| 30D | +10.2% | +8.5% | +1.7% | +9.6% |
| 3M | +22.9% | +17.2% | +5.7% | +21.6% |
| 6M | +63.2% | +36.3% | +26.9% | +62.1% |
| YTD | +11.7% | +48.9% | -37.2% | +6.3% |
| 1Y | -3.5% | +42.9% | -46.4% | -8.7% |
| All | -3.5% | +47.3% | -50.8% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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