-13.2%
WDAY vs MSFU
+21.3%
-34.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.4% | +2.7% | +2.9% |
| 7D | +1.8% | -2.8% | +4.6% | +2.6% |
| 30D | +4.1% | -5.3% | +9.4% | +5.1% |
| 3M | -4.8% | +7.2% | -12.1% | -8.1% |
| 6M | +68.6% | +51.0% | +17.6% | +42.8% |
| YTD | -8.5% | -1.2% | -7.3% | -12.6% |
| 1Y | -12.1% | -10.3% | -1.8% | -13.9% |
| 3Y | -13.2% | +22.2% | -35.4% | -26.8% |
| All | -13.2% | +21.3% | -34.5% | -26.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling