+30.2%
MSFU vs WST
-15.6%
+45.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.8% | -3.4% | -4.1% |
| 7D | -5.7% | +0.7% | -6.4% | -5.8% |
| 30D | +4.2% | -3.1% | +7.3% | +4.5% |
| 3M | +27.9% | +7.2% | +20.7% | +26.9% |
| 6M | +37.1% | +36.8% | +0.3% | +31.7% |
| YTD | -7.4% | +23.8% | -31.2% | -10.1% |
| 1Y | -19.6% | +37.8% | -57.4% | -23.4% |
| All | +30.2% | -15.6% | +45.8% | +30.7% |
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 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