+95.0%
MSFU vs WU
-28.9%
+124.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.2% | -5.5% | -4.6% |
| 7D | +4.0% | +11.0% | -7.0% | +1.3% |
| 30D | -2.3% | +13.4% | -15.7% | -5.5% |
| 3M | +7.1% | +2.2% | +4.9% | +6.2% |
| 6M | +48.9% | -18.2% | +67.1% | +54.9% |
| YTD | +2.4% | -18.3% | +20.7% | +6.1% |
| 1Y | -8.1% | -12.2% | +4.1% | -7.3% |
| 3Y | +25.2% | -20.8% | +46.0% | +26.4% |
| All | +95.0% | -28.9% | +124.0% | +122.6% |
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