+30.9%
MSFU vs WST
+19.1%
+11.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.9% | -3.7% | -2.1% |
| 7D | +2.5% | -3.1% | +5.6% | +2.9% |
| 30D | -1.3% | +9.1% | -10.4% | -2.2% |
| 3M | +8.6% | +14.7% | -6.0% | +7.0% |
| 6M | +48.4% | +28.0% | +20.4% | +44.4% |
| YTD | +1.6% | +45.6% | -44.1% | -3.0% |
| 1Y | -5.8% | +45.7% | -51.4% | -10.1% |
| 3Y | +30.9% | +21.1% | +9.9% | +22.4% |
| All | +30.9% | +19.1% | +11.9% | +22.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling