+99.3%
MSI vs WCC
+229.6%
-130.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.5% | -3.6% | -1.4% |
| 7D | -5.8% | +8.5% | -14.2% | -6.9% |
| 30D | -1.0% | -1.0% | 0.0% | -1.0% |
| 3M | +14.2% | +2.1% | +12.0% | +13.2% |
| 6M | +1.0% | +36.8% | -35.8% | -5.0% |
| YTD | +21.5% | +47.7% | -26.3% | +12.4% |
| 1Y | -2.1% | +66.5% | -68.6% | -11.8% |
| 3Y | +69.3% | +134.2% | -64.8% | +35.8% |
| 5Y | +99.3% | +231.6% | -132.3% | +36.3% |
| All | +99.3% | +229.6% | -130.3% | +36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling