+99.3%
MSI vs WEC
+34.9%
+64.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.1% | -1.5% |
| 7D | -5.8% | +0.8% | -6.6% | -6.0% |
| 30D | -1.0% | +0.3% | -1.3% | -1.2% |
| 3M | +14.2% | -2.9% | +17.1% | +15.2% |
| 6M | +1.0% | -5.9% | +7.0% | +3.1% |
| YTD | +21.5% | +4.1% | +17.3% | +19.4% |
| 1Y | -2.1% | +3.1% | -5.3% | -3.5% |
| 3Y | +69.3% | +40.8% | +28.6% | +47.9% |
| 5Y | +99.3% | +31.7% | +67.6% | +78.1% |
| All | +99.3% | +34.9% | +64.4% | +78.1% |
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