+601.1%
MSI vs WPM
+558.4%
+42.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.3% |
| 7D | -0.4% | -0.6% | +0.2% | -0.4% |
| 30D | -0.8% | +14.4% | -15.2% | -2.1% |
| 3M | +13.9% | +37.0% | -23.0% | +10.4% |
| 6M | +1.3% | +4.1% | -2.8% | +0.4% |
| YTD | +22.3% | +31.7% | -9.4% | +17.8% |
| 1Y | -3.9% | +44.2% | -48.0% | -8.6% |
| 3Y | +69.9% | +265.5% | -195.6% | +45.0% |
| 5Y | +103.8% | +262.5% | -158.7% | +71.5% |
| All | +601.1% | +558.4% | +42.7% | +479.3% |
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