+122.0%
WFC vs MSFU
+72.2%
+49.8%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -1.9% |
| 7D | +1.1% | -3.2% | +4.2% | +1.4% |
| 30D | +0.8% | -3.1% | +4.0% | +1.1% |
| 3M | +9.3% | +35.3% | -26.0% | +4.2% |
| 6M | +10.6% | +31.6% | -21.0% | +5.0% |
| YTD | -4.1% | -9.5% | +5.5% | -4.4% |
| 1Y | +13.6% | -18.4% | +32.0% | +14.8% |
| 3Y | +130.7% | +26.9% | +103.8% | +108.2% |
| All | +122.0% | +72.2% | +49.8% | +87.5% |
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