+74.4%
MSI vs WAT
+74.7%
-0.3%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.6% |
| 7D | +4.7% | -1.1% | +5.8% | +4.8% |
| 30D | +14.8% | +5.0% | +9.8% | +14.1% |
| 3M | +8.8% | +14.5% | -5.7% | +7.2% |
| 6M | +19.3% | +30.9% | -11.6% | +15.6% |
| YTD | +35.3% | +20.5% | +14.9% | +32.0% |
| 1Y | +33.8% | +23.3% | +10.5% | +30.0% |
| 3Y | +74.4% | +81.5% | -7.0% | +64.6% |
| All | +74.4% | +74.7% | -0.3% | +64.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling