+1,042.6%
AWK vs MSI
+1,730.9%
-688.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | +4.1% | +4.7% | -0.6% | +2.9% |
| 30D | +18.0% | +14.8% | +3.2% | +14.1% |
| 3M | +12.2% | +8.8% | +3.4% | +9.8% |
| 6M | +21.2% | +19.3% | +1.9% | +15.5% |
| YTD | +17.6% | +35.3% | -17.8% | +8.4% |
| 1Y | +19.2% | +33.8% | -14.5% | +10.2% |
| 3Y | +26.7% | +74.4% | -47.7% | +8.3% |
| 5Y | -1.3% | +120.5% | -121.8% | -21.0% |
| 10Y | +159.7% | +685.2% | -525.5% | +57.9% |
| All | +1,042.6% | +1,730.9% | -688.3% | +397.4% |
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