+76.3%
MSFU vs WST
+18.4%
+57.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.8% | -3.4% | -4.0% |
| 7D | -5.7% | +0.7% | -6.4% | -5.8% |
| 30D | +4.2% | -3.1% | +7.3% | +4.8% |
| 3M | +27.9% | +7.2% | +20.7% | +26.0% |
| 6M | +37.1% | +36.8% | +0.3% | +27.6% |
| YTD | -7.4% | +23.8% | -31.2% | -12.1% |
| 1Y | -19.6% | +37.8% | -57.4% | -26.1% |
| 3Y | +33.2% | -15.9% | +49.1% | +35.2% |
| All | +76.3% | +18.4% | +57.9% | +50.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling