+939.5%
MSI vs WAT
+12,457.3%
-11,517.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.7% |
| 7D | +7.7% | +0.7% | +7.0% | +7.4% |
| 30D | +19.9% | +9.0% | +10.9% | +17.0% |
| 3M | +14.9% | +13.5% | +1.5% | +10.8% |
| 6M | +37.2% | +35.3% | +2.0% | +25.6% |
| YTD | +40.8% | +24.0% | +16.8% | +30.3% |
| 1Y | +38.1% | +22.0% | +16.2% | +28.3% |
| 3Y | +77.7% | +84.0% | -6.3% | +42.0% |
| 5Y | +129.0% | +34.4% | +94.7% | +97.2% |
| 10Y | +671.3% | +231.4% | +439.9% | +409.5% |
| All | +939.5% | +12,457.3% | -11,517.8% | +263.6% |
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 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