+22.2%
MSFU vs WWD
+148.2%
-125.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.5% |
| 7D | -2.8% | +4.0% | -6.7% | -3.4% |
| 30D | -5.3% | +0.4% | -5.7% | -5.4% |
| 3M | +7.2% | -7.9% | +15.2% | +8.5% |
| 6M | +51.0% | -10.6% | +61.6% | +50.4% |
| YTD | -1.2% | +9.4% | -10.6% | -11.2% |
| 1Y | -10.3% | +25.7% | -36.1% | -24.9% |
| 3Y | +22.2% | +148.5% | -126.3% | -20.5% |
| All | +22.2% | +148.2% | -125.9% | -20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling