+663.4%
MSI vs WAT
+222.4%
+441.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +3.2% | +0.6% | +2.7% | +3.1% |
| 30D | +17.6% | +5.4% | +12.2% | +15.6% |
| 3M | +14.5% | +11.3% | +3.2% | +10.5% |
| 6M | +34.3% | +37.4% | -3.2% | +20.9% |
| YTD | +39.7% | +21.2% | +18.5% | +29.1% |
| 1Y | +40.2% | +21.3% | +18.8% | +29.3% |
| 3Y | +77.1% | +83.4% | -6.2% | +31.8% |
| 5Y | +124.0% | +29.0% | +95.1% | +88.7% |
| All | +663.4% | +222.4% | +441.0% | +331.8% |
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