+73.2%
MSFU vs WY
-24.0%
+97.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.1% |
| 7D | -1.8% | -4.2% | +2.4% | -0.8% |
| 30D | +0.5% | -10.1% | +10.6% | +3.0% |
| 3M | +51.9% | -8.5% | +60.4% | +54.2% |
| 6M | +35.0% | -3.3% | +38.3% | +33.7% |
| YTD | -9.0% | -4.4% | -4.6% | -10.4% |
| 1Y | -18.8% | -11.5% | -7.3% | -17.6% |
| 3Y | +25.5% | -24.3% | +49.8% | +32.9% |
| All | +73.2% | -24.0% | +97.2% | +78.4% |
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