-16.6%
WDAY vs MSFU
-1.7%
-14.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.5% | -6.8% | -3.3% |
| 7D | -4.0% | +14.6% | -18.6% | -9.0% |
| 30D | +1.9% | +2.1% | -0.2% | +0.4% |
| 3M | +5.9% | +14.7% | -8.8% | -0.3% |
| 6M | +48.8% | +55.7% | -6.9% | +24.7% |
| YTD | -11.4% | +7.1% | -18.5% | -19.3% |
| All | -16.6% | -1.7% | -14.9% | -24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling