+24.1%
MSFU vs WY
-25.0%
+49.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | +0.4% |
| 7D | -6.9% | -3.7% | -3.3% | -6.8% |
| 30D | -5.1% | -11.3% | +6.2% | -4.7% |
| 3M | +44.6% | -8.1% | +52.8% | +44.6% |
| 6M | +32.8% | -7.4% | +40.2% | +32.4% |
| YTD | -10.1% | -4.7% | -5.4% | -11.3% |
| 1Y | -19.4% | -9.2% | -10.2% | -19.6% |
| All | +24.1% | -25.0% | +49.1% | +32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling