+46.1%
WM vs MSFU
+95.0%
-48.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.3% | +4.7% | +0.5% |
| 7D | +1.2% | +4.0% | -2.9% | +1.0% |
| 30D | +13.7% | -2.3% | +16.0% | +13.7% |
| 3M | +5.2% | +7.1% | -1.9% | +4.8% |
| 6M | +11.2% | +48.9% | -37.7% | +9.3% |
| YTD | +9.4% | +2.4% | +7.0% | +9.8% |
| 1Y | +20.4% | -8.1% | +28.5% | +21.6% |
| 3Y | +44.7% | +25.2% | +19.5% | +38.1% |
| All | +46.1% | +95.0% | -48.9% | +30.9% |
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