+3,874.2%
MSI vs GWW
+14,492.5%
-10,618.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.2% |
| 7D | -3.7% | +1.4% | -5.1% | -4.2% |
| 30D | +6.8% | +3.3% | +3.6% | +5.4% |
| 3M | +14.3% | +2.9% | +11.4% | +12.7% |
| 6M | -1.6% | +15.8% | -17.4% | -7.5% |
| YTD | +22.8% | +32.0% | -9.2% | +9.2% |
| 1Y | -1.1% | +29.9% | -31.0% | -11.7% |
| 3Y | +70.5% | +91.1% | -20.6% | +28.9% |
| 5Y | +102.8% | +223.9% | -121.1% | +23.1% |
| 10Y | +597.4% | +567.0% | +30.4% | +196.1% |
| All | +3,874.2% | +14,492.5% | -10,618.3% | +402.6% |
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