+202.2%
WELL vs MSFU
+21.3%
+180.8%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.2% |
| 7D | +0.1% | -2.8% | +2.9% | +0.1% |
| 30D | +5.7% | -5.3% | +11.0% | +5.6% |
| 3M | +4.6% | +7.2% | -2.6% | +4.7% |
| 6M | +11.9% | +51.0% | -39.1% | +11.8% |
| YTD | +33.6% | -1.2% | +34.8% | +35.3% |
| 1Y | +29.8% | -10.3% | +40.1% | +32.1% |
| 3Y | +202.2% | +22.2% | +179.9% | +189.7% |
| All | +202.2% | +21.3% | +180.8% | +189.7% |
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