-19.6%
MSFU vs WYNN
-26.4%
+6.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.1% | -4.2% |
| 7D | -5.7% | -3.9% | -1.8% | -4.6% |
| 30D | +4.2% | -9.3% | +13.5% | +7.1% |
| 3M | +27.9% | -11.4% | +39.3% | +32.3% |
| 6M | +37.1% | -11.0% | +48.1% | +41.2% |
| YTD | -7.4% | -23.4% | +16.0% | -2.6% |
| 1Y | -19.6% | -24.8% | +5.2% | -15.9% |
| All | -19.6% | -26.4% | +6.8% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 1y: compounded portfolio wealth divided by compounded WYNN 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…
1y analysis · Full analysis span regression · 6 months rolling