+544.7%
MSI vs WCC
+1,713.7%
-1,169.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.9% | -4.8% | -1.8% |
| 7D | -3.7% | +4.5% | -8.2% | -4.7% |
| 30D | +6.8% | -5.8% | +12.6% | +8.0% |
| 3M | +14.3% | -3.7% | +18.0% | +14.2% |
| 6M | -1.6% | +23.1% | -24.6% | -7.9% |
| YTD | +22.8% | +44.2% | -21.4% | +10.3% |
| 1Y | -1.1% | +62.1% | -63.2% | -14.2% |
| 3Y | +70.5% | +121.1% | -50.6% | +29.9% |
| 5Y | +102.8% | +214.0% | -111.2% | +36.0% |
| 10Y | +597.4% | +472.8% | +124.6% | +261.5% |
| All | +544.7% | +1,713.7% | -1,169.0% | +72.0% |
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