+95.0%
MSFU vs WY
-28.9%
+124.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.4% | -2.0% | -3.8% |
| 7D | +4.0% | +0.2% | +3.9% | +4.2% |
| 30D | -2.3% | +8.0% | -10.3% | -4.1% |
| 3M | +7.1% | -17.7% | +24.8% | +12.1% |
| 6M | +48.9% | -10.8% | +59.7% | +51.1% |
| YTD | +2.4% | -10.6% | +13.0% | +2.5% |
| 1Y | -8.1% | -5.7% | -2.4% | -10.3% |
| 3Y | +25.2% | -24.8% | +50.0% | +28.9% |
| All | +95.0% | -28.9% | +124.0% | +104.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling