+99.3%
MSI vs WAB
+231.1%
-131.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.6% | -1.3% |
| 7D | -5.8% | +1.7% | -7.4% | -6.3% |
| 30D | -1.0% | -2.4% | +1.4% | -0.2% |
| 3M | +14.2% | +9.7% | +4.5% | +9.6% |
| 6M | +1.0% | +16.5% | -15.5% | -5.8% |
| YTD | +21.5% | +33.7% | -12.3% | +7.0% |
| 1Y | -2.1% | +49.7% | -51.8% | -18.0% |
| 3Y | +69.3% | +170.9% | -101.6% | +4.3% |
| 5Y | +99.3% | +228.0% | -128.7% | +9.2% |
| All | +99.3% | +231.1% | -131.7% | +9.2% |
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