+3,874.2%
MSI vs WEC
+3,978.4%
-104.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.6% |
| 7D | -3.7% | -0.3% | -3.4% | -3.6% |
| 30D | +6.8% | -1.3% | +8.1% | +7.3% |
| 3M | +14.3% | -3.9% | +18.2% | +16.1% |
| 6M | -1.6% | -8.3% | +6.7% | +1.8% |
| YTD | +22.8% | +3.1% | +19.7% | +20.9% |
| 1Y | -1.1% | +1.9% | -3.0% | -2.3% |
| 3Y | +70.5% | +41.9% | +28.6% | +44.5% |
| 5Y | +102.8% | +30.8% | +72.0% | +76.3% |
| 10Y | +597.4% | +141.9% | +455.5% | +353.1% |
| All | +3,874.2% | +3,978.4% | -104.2% | +680.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling