+129.0%
MSI vs WEC
+53.2%
+75.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.3% |
| 7D | +7.7% | -0.5% | +8.2% | +7.9% |
| 30D | +19.9% | +12.0% | +7.9% | +14.9% |
| 3M | +14.9% | +11.1% | +3.9% | +10.3% |
| 6M | +37.2% | +6.0% | +31.3% | +33.9% |
| YTD | +40.8% | +14.3% | +26.5% | +33.5% |
| 1Y | +38.1% | +8.0% | +30.1% | +33.8% |
| 3Y | +77.7% | +62.8% | +14.9% | +45.7% |
| 5Y | +129.0% | +55.3% | +73.7% | +91.8% |
| All | +129.0% | +53.2% | +75.9% | +91.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling