+46.0%
WM vs MSFU
+32.9%
+13.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.2% | +2.9% | -1.2% |
| 7D | -0.3% | -5.7% | +5.4% | -0.3% |
| 30D | -2.4% | +4.2% | -6.5% | -2.4% |
| 3M | +0.4% | +27.9% | -27.5% | +0.4% |
| 6M | -9.5% | +37.1% | -46.6% | -9.9% |
| YTD | +0.5% | -7.4% | +7.9% | +1.6% |
| 1Y | -1.1% | -19.6% | +18.5% | +0.3% |
| All | +46.0% | +32.9% | +13.1% | +35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling