+36.9%
MSI vs WCN
+15.9%
+21.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.0% |
| 7D | +2.6% | +1.2% | +1.4% | +2.4% |
| 30D | +18.1% | +26.4% | -8.3% | +15.2% |
| 3M | +13.2% | +17.5% | -4.3% | +11.0% |
| 6M | +36.3% | +28.7% | +7.5% | +34.2% |
| YTD | +39.5% | +11.5% | +28.0% | +34.2% |
| 1Y | +36.9% | +15.9% | +21.0% | +31.7% |
| All | +36.9% | +15.9% | +21.0% | +31.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling