+170.8%
WMB vs MSFU
+72.2%
+98.6%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.3% | +4.6% | +2.4% |
| 7D | +0.8% | -3.2% | +4.0% | +1.0% |
| 30D | +7.7% | -3.1% | +10.8% | +7.8% |
| 3M | +6.7% | +35.3% | -28.6% | +4.5% |
| 6M | +3.6% | +31.6% | -28.0% | +1.1% |
| YTD | +28.0% | -9.5% | +37.5% | +29.3% |
| 1Y | +37.6% | -18.4% | +56.0% | +40.3% |
| 3Y | +149.0% | +26.9% | +122.1% | +131.7% |
| All | +170.8% | +72.2% | +98.6% | +139.2% |
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