+794.2%
MS vs WSM
+1,015.9%
-221.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | +2.5% | +2.6% | -0.1% | +1.7% |
| 30D | 0.0% | -9.5% | +9.5% | +2.8% |
| 3M | +2.4% | +12.9% | -10.4% | -1.5% |
| 6M | +36.4% | +23.0% | +13.4% | +27.6% |
| YTD | +23.8% | +28.9% | -5.1% | +14.3% |
| 1Y | +48.6% | +13.7% | +35.0% | +41.7% |
| 3Y | +179.1% | +232.6% | -53.5% | +84.2% |
| 5Y | +144.8% | +185.9% | -41.0% | +61.4% |
| 10Y | +794.2% | +998.6% | -204.4% | +230.0% |
| All | +794.2% | +1,015.9% | -221.7% | +230.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded WSM 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling