+70.7%
MSFU vs WWD
+274.4%
-203.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | -2.3% | +0.6% | -3.0% | -2.5% |
| 30D | -6.3% | -5.1% | -1.2% | -5.2% |
| 3M | +40.0% | -11.2% | +51.2% | +41.7% |
| 6M | +30.1% | -12.0% | +42.1% | +30.6% |
| YTD | -10.3% | +12.0% | -22.3% | -19.8% |
| 1Y | -19.0% | +42.8% | -61.8% | -36.2% |
| 3Y | +25.8% | +168.9% | -143.1% | -28.2% |
| All | +70.7% | +274.4% | -203.7% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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