+663.4%
MSI vs WCC
+431.3%
+232.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.8% | +0.4% |
| 7D | +3.2% | +9.9% | -6.7% | +1.5% |
| 30D | +17.6% | -8.4% | +26.0% | +18.8% |
| 3M | +14.5% | -10.3% | +24.9% | +15.7% |
| 6M | +34.3% | -10.5% | +44.7% | +34.8% |
| YTD | +39.7% | +32.2% | +7.5% | +29.0% |
| 1Y | +40.2% | +25.5% | +14.6% | +30.6% |
| 3Y | +77.1% | +134.7% | -57.5% | +37.5% |
| 5Y | +124.0% | +139.9% | -15.9% | +66.1% |
| All | +663.4% | +431.3% | +232.1% | +335.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 10y: compounded portfolio wealth divided by compounded WCC 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…
10y analysis · Full analysis span regression · 6 months rolling