+122.8%
WBD vs MSFU
+76.3%
+46.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.2% | +3.7% | +0.4% |
| 7D | -1.8% | -5.7% | +3.9% | -0.7% |
| 30D | +8.8% | +4.2% | +4.6% | +7.7% |
| 3M | +4.6% | +27.9% | -23.3% | -1.7% |
| 6M | +1.1% | +37.1% | -36.0% | -7.9% |
| YTD | -2.0% | -7.4% | +5.4% | -1.6% |
| 1Y | +140.0% | -19.6% | +159.6% | +150.0% |
| 3Y | +144.4% | +33.2% | +111.2% | +98.7% |
| All | +122.8% | +76.3% | +46.5% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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