+1,067.5%
MSI vs WCN
+8,080.5%
-7,013.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.1% |
| 7D | +3.2% | +2.6% | +0.7% | +2.5% |
| 30D | +17.6% | +23.9% | -6.3% | +10.2% |
| 3M | +14.5% | +17.4% | -2.9% | +9.0% |
| 6M | +34.3% | +28.0% | +6.2% | +24.4% |
| YTD | +39.7% | +11.6% | +28.2% | +34.1% |
| 1Y | +40.2% | +16.9% | +23.3% | +32.5% |
| 3Y | +77.1% | +51.6% | +25.6% | +54.7% |
| 5Y | +124.0% | +48.0% | +76.1% | +97.0% |
| 10Y | +665.5% | +322.6% | +342.9% | +414.8% |
| All | +1,067.5% | +8,080.5% | -7,013.1% | +355.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling