+596.9%
MSI vs WAB
+282.7%
+314.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.3% |
| 7D | -4.0% | +0.2% | -4.2% | -4.0% |
| 30D | -0.5% | -4.6% | +4.1% | +0.9% |
| 3M | +11.4% | +5.6% | +5.8% | +9.0% |
| 6M | +1.0% | +13.8% | -12.8% | -3.7% |
| YTD | +20.7% | +31.9% | -11.2% | +9.9% |
| 1Y | -2.7% | +48.3% | -50.9% | -14.8% |
| 3Y | +68.2% | +167.1% | -98.9% | +21.0% |
| 5Y | +100.0% | +222.9% | -122.9% | +34.9% |
| 10Y | +596.9% | +289.9% | +307.0% | +299.1% |
| All | +596.9% | +282.7% | +314.2% | +299.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 10y: compounded portfolio wealth divided by compounded WAB 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…
10y analysis · Full analysis span regression · 6 months rolling