+118.9%
MSI vs WAT
+32.4%
+86.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.7% |
| 7D | +4.7% | -1.1% | +5.8% | +4.9% |
| 30D | +14.8% | +5.0% | +9.8% | +13.5% |
| 3M | +8.8% | +14.5% | -5.7% | +5.6% |
| 6M | +19.3% | +30.9% | -11.6% | +12.2% |
| YTD | +35.3% | +20.5% | +14.9% | +28.8% |
| 1Y | +33.8% | +23.3% | +10.5% | +26.4% |
| 3Y | +74.4% | +81.5% | -7.0% | +39.5% |
| All | +118.9% | +32.4% | +86.5% | +96.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling