+248.7%
WELL vs MSFU
+103.9%
+144.8%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.5% | -4.5% | +0.7% |
| 7D | +3.5% | +14.6% | -11.1% | +2.8% |
| 30D | +9.7% | +2.1% | +7.6% | +9.5% |
| 3M | +4.8% | +14.7% | -9.9% | +4.0% |
| 6M | +16.1% | +55.7% | -39.6% | +13.0% |
| YTD | +34.7% | +7.1% | +27.6% | +34.8% |
| 1Y | +31.9% | -0.5% | +32.4% | +33.0% |
| 3Y | +209.9% | +35.7% | +174.1% | +188.1% |
| All | +248.7% | +103.9% | +144.8% | +177.6% |
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