+982.5%
MSI vs WAB
+4,353.8%
-3,371.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.5% |
| 7D | +2.6% | +7.9% | -5.3% | +0.3% |
| 30D | +18.1% | +4.9% | +13.2% | +16.1% |
| 3M | +13.2% | +1.8% | +11.4% | +12.2% |
| 6M | +36.3% | +12.0% | +24.3% | +30.6% |
| YTD | +39.5% | +41.3% | -1.8% | +24.2% |
| 1Y | +36.9% | +43.8% | -6.9% | +21.1% |
| 3Y | +76.1% | +171.1% | -95.0% | +26.8% |
| 5Y | +123.7% | +217.7% | -94.0% | +52.6% |
| 10Y | +664.3% | +272.3% | +392.0% | +360.4% |
| All | +982.5% | +4,353.8% | -3,371.3% | +203.2% |
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 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