+977.6%
MSI vs WAB
+4,319.4%
-3,341.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.1% | -2.5% | +1.1% |
| 7D | +8.3% | +4.0% | +4.4% | +6.9% |
| 30D | +18.9% | +4.5% | +14.4% | +17.0% |
| 3M | +13.2% | +2.3% | +10.9% | +12.0% |
| 6M | +38.3% | +12.5% | +25.8% | +32.3% |
| YTD | +38.9% | +40.2% | -1.3% | +23.9% |
| 1Y | +36.7% | +45.2% | -8.5% | +20.6% |
| 3Y | +76.6% | +171.8% | -95.3% | +27.1% |
| 5Y | +124.5% | +217.6% | -93.1% | +53.1% |
| 10Y | +674.5% | +285.3% | +389.2% | +361.7% |
| All | +977.6% | +4,319.4% | -3,341.8% | +202.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling