+663.4%
MSI vs WAB
+266.7%
+396.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | +3.2% | +5.1% | -1.8% | +1.7% |
| 30D | +17.6% | +4.0% | +13.6% | +15.9% |
| 3M | +14.5% | +0.1% | +14.4% | +14.1% |
| 6M | +34.3% | +12.8% | +21.5% | +28.4% |
| YTD | +39.7% | +40.1% | -0.4% | +24.5% |
| 1Y | +40.2% | +46.4% | -6.2% | +23.1% |
| 3Y | +77.1% | +167.4% | -90.2% | +27.1% |
| 5Y | +124.0% | +215.0% | -91.0% | +51.3% |
| All | +663.4% | +266.7% | +396.7% | +339.8% |
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