+76.9%
MSI vs GWW
+95.0%
-18.1%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.1% |
| 7D | +2.6% | +3.7% | -1.1% | +1.8% |
| 30D | +18.1% | +13.6% | +4.5% | +14.8% |
| 3M | +13.2% | +15.4% | -2.1% | +9.6% |
| 6M | +36.3% | +21.8% | +14.5% | +30.1% |
| YTD | +39.5% | +50.0% | -10.5% | +25.0% |
| 1Y | +36.9% | +60.2% | -23.3% | +20.2% |
| All | +76.9% | +95.0% | -18.1% | +46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling