+234.5%
WELL vs MSFU
+72.2%
+162.2%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +0.6% |
| 7D | -1.3% | -3.2% | +1.8% | -1.2% |
| 30D | +0.5% | -3.1% | +3.7% | +0.6% |
| 3M | +19.1% | +35.3% | -16.2% | +17.0% |
| 6M | +17.0% | +31.6% | -14.6% | +14.4% |
| YTD | +29.2% | -9.5% | +38.7% | +30.4% |
| 1Y | +42.1% | -18.4% | +60.6% | +44.7% |
| 3Y | +204.5% | +26.9% | +177.6% | +179.2% |
| All | +234.5% | +72.2% | +162.2% | +168.6% |
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