+806.7%
MSI vs WAT
+10,816.8%
-10,010.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.6% |
| 7D | -3.7% | -1.3% | -2.4% | -3.4% |
| 30D | +6.8% | +2.3% | +4.5% | +6.1% |
| 3M | +14.3% | +8.7% | +5.6% | +11.5% |
| 6M | -1.6% | +28.3% | -29.9% | -9.0% |
| YTD | +22.8% | +7.8% | +15.0% | +18.3% |
| 1Y | -1.1% | +36.6% | -37.7% | -11.1% |
| 3Y | +70.5% | +45.7% | +24.8% | +45.3% |
| 5Y | +102.8% | -3.3% | +106.1% | +91.3% |
| 10Y | +597.4% | +162.1% | +435.3% | +390.0% |
| All | +806.7% | +10,816.8% | -10,010.1% | +230.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling