-19.6%
MSFU vs WTW
+3.0%
-22.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.1% | -2.0% | -2.9% |
| 7D | -5.7% | -2.6% | -3.1% | -4.1% |
| 30D | +4.2% | -1.0% | +5.2% | +4.8% |
| 3M | +27.9% | +29.9% | -2.0% | +16.4% |
| 6M | +37.1% | +10.7% | +26.4% | +27.5% |
| YTD | -7.4% | +2.6% | -10.0% | -13.5% |
| 1Y | -19.6% | +2.8% | -22.4% | -25.3% |
| All | -19.6% | +3.0% | -22.6% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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