+40.2%
MSI vs GWW
+59.1%
-19.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.2% |
| 7D | +3.2% | +3.6% | -0.3% | +3.0% |
| 30D | +17.6% | +12.1% | +5.5% | +16.6% |
| 3M | +14.5% | +12.9% | +1.6% | +13.5% |
| 6M | +34.3% | +19.3% | +14.9% | +32.9% |
| YTD | +39.7% | +48.7% | -9.0% | +32.6% |
| 1Y | +40.2% | +60.5% | -20.3% | +31.3% |
| All | +40.2% | +59.1% | -19.0% | +31.3% |
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 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