-2.7%
MSI vs WEC
+2.5%
-5.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.2% | -0.4% |
| 7D | -4.0% | +0.4% | -4.4% | -4.1% |
| 30D | -0.5% | +0.9% | -1.4% | -1.0% |
| 3M | +11.4% | -5.3% | +16.7% | +13.6% |
| 6M | +1.0% | -6.6% | +7.5% | +3.4% |
| YTD | +20.7% | +3.3% | +17.4% | +18.9% |
| 1Y | -2.7% | +2.1% | -4.8% | -4.5% |
| All | -2.7% | +2.5% | -5.2% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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