+85.8%
MSFU vs WY
-28.9%
+114.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.1% | -4.9% | -4.8% |
| 7D | -12.7% | -5.1% | -7.6% | -11.6% |
| 30D | -9.0% | +9.0% | -18.0% | -10.8% |
| 3M | +2.9% | -16.7% | +19.6% | +7.4% |
| 6M | +43.5% | -10.3% | +53.8% | +45.4% |
| YTD | -2.4% | -10.5% | +8.1% | -2.4% |
| 1Y | -13.5% | -5.9% | -7.6% | -15.5% |
| 3Y | +19.2% | -24.7% | +43.9% | +22.7% |
| All | +85.8% | -28.9% | +114.6% | +94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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