+601.1%
MSI vs WCC
+541.6%
+59.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.2% | -0.2% |
| 7D | -0.4% | +1.5% | -1.9% | -0.7% |
| 30D | -0.8% | -2.1% | +1.4% | -0.6% |
| 3M | +13.9% | +3.8% | +10.1% | +12.3% |
| 6M | +1.3% | +35.0% | -33.6% | -5.7% |
| YTD | +22.3% | +46.4% | -24.1% | +11.7% |
| 1Y | -3.9% | +63.0% | -66.8% | -14.6% |
| 3Y | +69.9% | +133.9% | -64.1% | +33.4% |
| 5Y | +103.8% | +226.5% | -122.7% | +42.6% |
| All | +601.1% | +541.6% | +59.4% | +273.1% |
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