+126.4%
MSI vs WAB
+223.7%
-97.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.7% |
| 7D | +7.4% | +4.0% | +3.4% | +5.8% |
| 30D | +18.7% | +6.3% | +12.4% | +15.8% |
| 3M | +14.5% | +3.3% | +11.2% | +12.7% |
| 6M | +38.1% | +14.5% | +23.6% | +30.0% |
| YTD | +38.7% | +42.7% | -4.0% | +18.7% |
| 1Y | +35.4% | +45.2% | -9.8% | +14.9% |
| 3Y | +75.1% | +173.8% | -98.7% | +6.7% |
| 5Y | +126.4% | +223.8% | -97.4% | +24.7% |
| All | +126.4% | +223.7% | -97.3% | +24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling