+1,043.1%
AWK vs MSI
+1,776.6%
-733.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +2.7% | +7.4% | -4.7% | +0.9% |
| 30D | +16.7% | +18.7% | -2.1% | +11.8% |
| 3M | +11.7% | +14.5% | -2.7% | +8.0% |
| 6M | +21.9% | +38.1% | -16.2% | +12.2% |
| YTD | +17.6% | +38.7% | -21.1% | +7.7% |
| 1Y | +19.8% | +35.4% | -15.6% | +10.4% |
| 3Y | +31.0% | +75.1% | -44.1% | +11.8% |
| 5Y | -3.0% | +126.4% | -129.4% | -22.8% |
| 10Y | +156.8% | +671.4% | -514.6% | +56.4% |
| All | +1,043.1% | +1,776.6% | -733.5% | +394.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling