+88.0%
MSFU vs WU
-31.0%
+119.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.1% |
| 7D | -2.8% | -2.0% | -0.7% | -2.3% |
| 30D | -5.3% | +11.4% | -16.7% | -8.0% |
| 3M | +7.2% | -6.8% | +14.1% | +8.8% |
| 6M | +51.0% | -14.6% | +65.6% | +54.6% |
| YTD | -1.2% | -20.6% | +19.4% | +3.0% |
| 1Y | -10.3% | -15.4% | +5.0% | -8.6% |
| 3Y | +22.2% | -23.6% | +45.8% | +24.7% |
| All | +88.0% | -31.0% | +119.0% | +116.1% |
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