+662.2%
MSI vs WPM
+752.0%
-89.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.7% |
| 7D | +2.6% | -0.5% | +3.1% | +2.6% |
| 30D | +18.1% | -3.1% | +21.2% | +18.3% |
| 3M | +13.2% | -2.2% | +15.4% | +13.0% |
| 6M | +36.3% | -7.4% | +43.7% | +36.4% |
| YTD | +39.5% | +12.6% | +26.9% | +35.6% |
| 1Y | +36.9% | +22.8% | +14.0% | +31.6% |
| 3Y | +76.1% | +213.6% | -137.6% | +50.3% |
| 5Y | +123.7% | +211.2% | -87.5% | +88.1% |
| All | +662.2% | +752.0% | -89.7% | +508.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 10y: compounded portfolio wealth divided by compounded WPM 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…
10y analysis · Full analysis span regression · 6 months rolling