+45.4%
WM vs MSFU
+93.3%
-47.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -2.0% |
| 7D | +1.2% | +2.5% | -1.3% | +1.1% |
| 30D | +13.1% | -1.3% | +14.4% | +13.0% |
| 3M | +3.6% | +8.6% | -5.0% | +3.2% |
| 6M | +8.1% | +48.4% | -40.3% | +6.3% |
| YTD | +8.9% | +1.6% | +7.3% | +9.3% |
| 1Y | +20.3% | -5.8% | +26.1% | +21.3% |
| 3Y | +46.2% | +30.9% | +15.2% | +38.6% |
| All | +45.4% | +93.3% | -47.9% | +30.3% |
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