+20.3%
WM vs MSFU
-9.0%
+29.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -2.1% |
| 7D | +1.2% | +2.5% | -1.3% | +1.3% |
| 30D | +13.1% | -1.3% | +14.4% | +13.1% |
| 3M | +3.6% | +8.6% | -5.0% | +3.9% |
| 6M | +8.1% | +48.4% | -40.3% | +9.5% |
| YTD | +8.9% | +1.6% | +7.3% | +12.3% |
| 1Y | +20.3% | -5.8% | +26.1% | +23.8% |
| All | +20.3% | -9.0% | +29.4% | +23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling