+75.1%
MSI vs WAB
+175.0%
-99.9%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.5% |
| 7D | +7.4% | +4.0% | +3.4% | +6.4% |
| 30D | +18.7% | +6.3% | +12.4% | +16.9% |
| 3M | +14.5% | +3.3% | +11.2% | +13.4% |
| 6M | +38.1% | +14.5% | +23.6% | +32.9% |
| YTD | +38.7% | +42.7% | -4.0% | +25.0% |
| 1Y | +35.4% | +45.2% | -9.8% | +21.3% |
| 3Y | +75.1% | +173.8% | -98.7% | +34.0% |
| All | +75.1% | +175.0% | -99.9% | +34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling