+852.8%
MSI vs WAB
+4,092.2%
-3,239.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.1% |
| 7D | -3.7% | -3.2% | -0.5% | -2.8% |
| 30D | +6.8% | -4.4% | +11.3% | +8.2% |
| 3M | +14.3% | +7.9% | +6.4% | +11.2% |
| 6M | -1.6% | +8.7% | -10.3% | -4.8% |
| YTD | +22.8% | +33.0% | -10.2% | +11.7% |
| 1Y | -1.1% | +46.7% | -47.8% | -12.9% |
| 3Y | +70.5% | +153.0% | -82.5% | +25.6% |
| 5Y | +102.8% | +222.3% | -119.5% | +38.0% |
| 10Y | +597.4% | +291.0% | +306.4% | +314.6% |
| All | +852.8% | +4,092.2% | -3,239.4% | +172.6% |
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