+7.0%
WMT vs MSFU
-18.4%
+25.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.2% | +3.0% | -1.4% |
| 7D | +3.9% | -5.7% | +9.6% | +3.6% |
| 30D | -4.4% | +4.2% | -8.6% | -4.2% |
| 3M | -8.8% | +27.9% | -36.7% | -7.5% |
| 6M | -15.6% | +37.1% | -52.8% | -14.0% |
| YTD | -3.2% | -7.4% | +4.2% | -1.9% |
| 1Y | +7.0% | -19.6% | +26.7% | +8.8% |
| All | +7.0% | -18.4% | +25.5% | +8.8% |
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