+597.6%
MSI vs GWW
+565.7%
+31.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.4% | +1.0% |
| 7D | -1.8% | -3.1% | +1.4% | -0.8% |
| 30D | -0.6% | -2.3% | +1.7% | 0.0% |
| 3M | +13.0% | -3.3% | +16.3% | +13.9% |
| 6M | +0.5% | +15.4% | -14.9% | -4.3% |
| YTD | +21.7% | +26.7% | -5.0% | +11.9% |
| 1Y | -2.6% | +29.0% | -31.6% | -11.1% |
| 3Y | +69.7% | +89.0% | -19.3% | +35.0% |
| 5Y | +102.8% | +221.8% | -119.0% | +35.2% |
| All | +597.6% | +565.7% | +31.9% | +303.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling