+93.3%
MSFU vs WWD
+251.8%
-158.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.4% | -5.3% | -2.7% |
| 7D | +2.5% | +4.2% | -1.7% | +1.3% |
| 30D | -1.3% | -2.1% | +0.8% | -0.8% |
| 3M | +8.6% | -13.2% | +21.8% | +12.2% |
| 6M | +48.4% | -16.9% | +65.3% | +52.0% |
| YTD | +1.6% | +5.2% | -3.7% | -7.8% |
| 1Y | -5.8% | +20.6% | -26.4% | -20.3% |
| 3Y | +30.9% | +146.3% | -115.4% | -23.2% |
| All | +93.3% | +251.8% | -158.5% | -12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling