+639.1%
MSI vs WCC
+1,591.2%
-952.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.3% | -1.8% | +0.7% |
| 7D | +7.7% | +3.3% | +4.4% | +6.6% |
| 30D | +19.9% | -9.4% | +29.4% | +21.8% |
| 3M | +14.9% | -10.5% | +25.4% | +16.5% |
| 6M | +37.2% | -10.4% | +47.6% | +37.9% |
| YTD | +40.8% | +34.4% | +6.4% | +27.2% |
| 1Y | +38.1% | +27.7% | +10.5% | +26.1% |
| 3Y | +77.7% | +137.9% | -60.2% | +31.8% |
| 5Y | +129.0% | +147.0% | -18.0% | +61.6% |
| 10Y | +671.3% | +442.5% | +228.8% | +302.0% |
| All | +639.1% | +1,591.2% | -952.1% | +98.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling