+34.2%
WM vs MSFU
+76.3%
-42.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.2% | +2.9% | -1.1% |
| 7D | -0.3% | -5.7% | +5.4% | -0.1% |
| 30D | -2.4% | +4.2% | -6.5% | -2.5% |
| 3M | +0.4% | +27.9% | -27.5% | -0.4% |
| 6M | -9.5% | +37.1% | -46.6% | -10.9% |
| YTD | +0.5% | -7.4% | +7.9% | +1.3% |
| 1Y | -1.1% | -19.6% | +18.5% | +0.4% |
| 3Y | +46.0% | +33.2% | +12.8% | +37.0% |
| All | +34.2% | +76.3% | -42.1% | +20.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling