-1.1%
MSI vs GWW
+31.2%
-32.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.0% |
| 7D | -3.7% | +1.4% | -5.1% | -3.8% |
| 30D | +6.8% | +3.3% | +3.6% | +6.6% |
| 3M | +14.3% | +2.9% | +11.4% | +14.0% |
| 6M | -1.6% | +15.8% | -17.4% | -2.8% |
| YTD | +22.8% | +32.0% | -9.2% | +16.3% |
| 1Y | -1.1% | +29.9% | -31.0% | -5.2% |
| All | -1.1% | +31.2% | -32.3% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 1y: compounded portfolio wealth divided by compounded GWW 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…
1y analysis · Full analysis span regression · 6 months rolling