+123.7%
MSI vs GWW
+224.0%
-100.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.3% |
| 7D | +2.6% | +3.7% | -1.1% | +1.4% |
| 30D | +18.1% | +13.6% | +4.5% | +13.0% |
| 3M | +13.2% | +15.4% | -2.1% | +7.7% |
| 6M | +36.3% | +21.8% | +14.5% | +26.8% |
| YTD | +39.5% | +50.0% | -10.5% | +19.2% |
| 1Y | +36.9% | +60.2% | -23.3% | +13.8% |
| 3Y | +76.1% | +94.4% | -18.3% | +31.3% |
| 5Y | +123.7% | +221.8% | -98.1% | +22.2% |
| All | +123.7% | +224.0% | -100.3% | +22.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling