+73.2%
MSFU vs WTW
+61.3%
+11.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.1% | +1.1% |
| 7D | -1.8% | -5.7% | +3.9% | +1.0% |
| 30D | +0.5% | -7.3% | +7.7% | +4.2% |
| 3M | +51.9% | +21.5% | +30.4% | +42.1% |
| 6M | +35.0% | +9.6% | +25.3% | +30.8% |
| YTD | -9.0% | -3.3% | -5.8% | -8.9% |
| 1Y | -18.8% | -6.1% | -12.7% | -17.8% |
| 3Y | +25.5% | +61.8% | -36.3% | -4.3% |
| All | +73.2% | +61.3% | +11.9% | +14.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling