+99.3%
MSI vs WPM
+261.1%
-161.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -5.8% | +7.0% | -12.8% | -6.5% |
| 30D | -1.0% | +15.7% | -16.7% | -2.8% |
| 3M | +14.2% | +35.2% | -21.1% | +9.7% |
| 6M | +1.0% | +6.1% | -5.0% | -0.2% |
| YTD | +21.5% | +32.6% | -11.1% | +14.8% |
| 1Y | -2.1% | +46.9% | -49.0% | -9.6% |
| 3Y | +69.3% | +276.3% | -207.0% | +27.6% |
| 5Y | +99.3% | +260.0% | -160.7% | +41.8% |
| All | +99.3% | +261.1% | -161.8% | +41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling