+4,456.3%
MSI vs WEC
+4,422.3%
+34.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +14.3% |
| 3M | +14.9% | +11.1% | +3.9% | +9.7% |
| 6M | +37.2% | +6.0% | +31.3% | +33.4% |
| YTD | +40.8% | +14.3% | +26.5% | +32.5% |
| 1Y | +38.1% | +8.0% | +30.1% | +33.1% |
| 3Y | +77.7% | +62.8% | +14.9% | +42.2% |
| 5Y | +129.0% | +55.3% | +73.7% | +85.1% |
| 10Y | +671.3% | +193.2% | +478.1% | +362.4% |
| All | +4,456.3% | +4,422.3% | +34.0% | +755.4% |
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