+27.4%
WMT vs MSFU
-2.2%
+29.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +13.5% | -10.0% | +4.1% |
| 7D | +8.8% | +8.2% | +0.6% | +9.2% |
| 30D | +22.9% | +10.2% | +12.7% | +23.6% |
| 3M | +16.1% | +22.9% | -6.8% | +17.4% |
| 6M | -0.5% | +63.2% | -63.7% | +2.7% |
| YTD | +16.7% | +11.7% | +5.0% | +19.7% |
| 1Y | +27.4% | -3.5% | +30.9% | +32.3% |
| All | +27.4% | -2.2% | +29.6% | +32.3% |
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