+671.4%
MSI vs WAT
+228.2%
+443.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +7.4% | +3.4% | +4.0% | +6.3% |
| 30D | +18.7% | +9.6% | +9.1% | +15.3% |
| 3M | +14.5% | +15.5% | -1.0% | +9.2% |
| 6M | +38.1% | +33.9% | +4.2% | +25.3% |
| YTD | +38.7% | +25.2% | +13.5% | +26.9% |
| 1Y | +35.4% | +26.3% | +9.1% | +23.4% |
| 3Y | +75.1% | +85.8% | -10.7% | +30.1% |
| 5Y | +126.4% | +35.3% | +91.1% | +87.6% |
| 10Y | +671.4% | +231.8% | +439.6% | +336.6% |
| All | +671.4% | +228.2% | +443.2% | +336.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 10y: compounded portfolio wealth divided by compounded WAT 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…
10y analysis · Full analysis span regression · 6 months rolling