-2.6%
MSI vs WAT
+34.9%
-37.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +0.9% |
| 7D | -1.8% | -2.9% | +1.1% | -1.7% |
| 30D | -0.6% | -3.2% | +2.6% | -0.6% |
| 3M | +13.0% | +10.6% | +2.4% | +12.8% |
| 6M | +0.5% | +34.0% | -33.5% | -0.7% |
| YTD | +21.7% | +5.7% | +16.0% | +21.1% |
| 1Y | -2.6% | +37.1% | -39.7% | -8.1% |
| All | -2.6% | +34.9% | -37.5% | -8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling