+70.7%
MSFU vs WU
-31.4%
+102.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | -2.3% | -4.9% | +2.6% | -1.1% |
| 30D | -6.3% | -1.3% | -5.0% | -6.0% |
| 3M | +40.0% | -3.6% | +43.5% | +37.8% |
| 6M | +30.1% | -24.3% | +54.4% | +38.5% |
| YTD | -10.3% | -21.1% | +10.8% | -6.1% |
| 1Y | -19.0% | -10.3% | -8.7% | -19.3% |
| 3Y | +25.8% | -28.4% | +54.2% | +32.2% |
| All | +70.7% | -31.4% | +102.1% | +97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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