+196.6%
WMT vs MSFU
+88.0%
+108.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.5% |
| 7D | +2.0% | -2.8% | +4.8% | +2.2% |
| 30D | +10.3% | -5.3% | +15.6% | +10.5% |
| 3M | +11.0% | +7.2% | +3.7% | +10.3% |
| 6M | -2.3% | +51.0% | -53.3% | -5.1% |
| YTD | +15.7% | -1.2% | +16.9% | +16.2% |
| 1Y | +26.0% | -10.3% | +36.3% | +27.8% |
| 3Y | +136.5% | +22.2% | +114.3% | +123.5% |
| All | +196.6% | +88.0% | +108.6% | +165.6% |
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