+117.0%
WFC vs MSFU
+103.9%
+13.2%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.5% | -3.6% | +1.2% |
| 7D | +0.1% | +14.6% | -14.5% | -1.6% |
| 30D | +2.9% | +2.1% | +0.8% | +2.5% |
| 3M | -1.4% | +14.7% | -16.1% | -3.5% |
| 6M | +14.3% | +55.7% | -41.3% | +6.5% |
| YTD | -6.2% | +7.1% | -13.3% | -8.7% |
| 1Y | +1.6% | -0.5% | +2.1% | -0.1% |
| 3Y | +126.9% | +35.7% | +91.2% | +103.5% |
| All | +117.0% | +103.9% | +13.2% | +79.0% |
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