+597.6%
MSI vs WCN
+235.2%
+362.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.5% |
| 7D | -1.8% | -4.4% | +2.6% | +0.9% |
| 30D | -0.6% | -4.4% | +3.8% | +2.0% |
| 3M | +13.0% | +0.5% | +12.6% | +12.4% |
| 6M | +0.5% | -3.3% | +3.8% | +1.7% |
| YTD | +21.7% | -8.5% | +30.2% | +26.3% |
| 1Y | -2.6% | -8.9% | +6.3% | +1.1% |
| 3Y | +69.7% | +18.0% | +51.6% | +45.1% |
| 5Y | +102.8% | +25.0% | +77.7% | +64.1% |
| All | +597.6% | +235.2% | +362.4% | +262.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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