+139.0%
WMB vs MSFU
+103.9%
+35.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.5% | -1.8% | +3.4% |
| 7D | -6.7% | +14.6% | -21.2% | -7.4% |
| 30D | -8.6% | +2.1% | -10.7% | -8.7% |
| 3M | -4.9% | +14.7% | -19.6% | -5.8% |
| 6M | -6.3% | +55.7% | -62.0% | -9.3% |
| YTD | +13.0% | +7.1% | +5.9% | +12.9% |
| 1Y | +14.9% | -0.5% | +15.4% | +15.8% |
| 3Y | +113.4% | +35.7% | +77.6% | +99.7% |
| All | +139.0% | +103.9% | +35.1% | +109.0% |
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 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