+76.3%
MSFU vs WY
-20.7%
+97.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.8% | -5.0% | -4.4% |
| 7D | -5.7% | -1.7% | -4.0% | -5.3% |
| 30D | +4.2% | -10.1% | +14.3% | +6.8% |
| 3M | +27.9% | -5.1% | +33.0% | +28.8% |
| 6M | +37.1% | -4.8% | +41.9% | +37.2% |
| YTD | -7.4% | -0.2% | -7.1% | -9.7% |
| 1Y | -19.6% | -6.6% | -13.0% | -19.7% |
| 3Y | +33.2% | -22.7% | +55.9% | +41.7% |
| All | +76.3% | -20.7% | +97.0% | +79.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling