+4,422.1%
MSI vs GWW
+16,336.7%
-11,914.7%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.5% |
| 7D | +3.2% | +3.6% | -0.3% | +1.9% |
| 30D | +17.6% | +12.1% | +5.5% | +12.4% |
| 3M | +14.5% | +12.9% | +1.6% | +9.1% |
| 6M | +34.3% | +19.3% | +14.9% | +24.8% |
| YTD | +39.7% | +48.7% | -9.0% | +18.5% |
| 1Y | +40.2% | +60.5% | -20.3% | +15.3% |
| 3Y | +77.1% | +93.3% | -16.1% | +33.4% |
| 5Y | +124.0% | +219.0% | -94.9% | +36.8% |
| 10Y | +665.5% | +659.0% | +6.5% | +209.5% |
| All | +4,422.1% | +16,336.7% | -11,914.7% | +445.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling