-0.9%
AWK vs MSI
+118.7%
-119.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | +4.1% | +4.7% | -0.6% | +2.6% |
| 30D | +18.0% | +14.8% | +3.2% | +13.0% |
| 3M | +12.2% | +8.8% | +3.4% | +9.2% |
| 6M | +21.2% | +19.3% | +1.9% | +14.0% |
| YTD | +17.6% | +35.3% | -17.8% | +5.6% |
| 1Y | +19.2% | +33.8% | -14.5% | +7.4% |
| 3Y | +26.7% | +74.4% | -47.7% | -1.9% |
| All | -0.9% | +118.7% | -119.7% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 5y: compounded portfolio wealth divided by compounded MSI 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…
5y analysis · Full analysis span regression · 6 months rolling