+827.6%
WDC vs MSFU
+95.0%
+732.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.3% | +4.1% | +0.9% |
| 7D | -16.7% | +4.0% | -20.8% | -17.6% |
| 30D | -27.2% | -2.3% | -24.9% | -26.7% |
| 3M | -34.0% | +7.1% | -41.1% | -35.5% |
| 6M | -39.7% | +48.9% | -88.6% | -47.7% |
| YTD | +68.1% | +2.4% | +65.6% | +62.0% |
| 1Y | +66.3% | -8.1% | +74.4% | +67.9% |
| 3Y | +754.4% | +25.2% | +729.2% | +613.4% |
| All | +827.6% | +95.0% | +732.6% | +531.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling