+748.5%
MSI vs WPM
+5,967.5%
-5,219.0%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.8% |
| 7D | -3.7% | +1.1% | -4.8% | -3.9% |
| 30D | +6.8% | +26.4% | -19.5% | +3.8% |
| 3M | +14.3% | +20.8% | -6.5% | +11.3% |
| 6M | -1.6% | +1.1% | -2.7% | -2.6% |
| YTD | +22.8% | +32.5% | -9.7% | +17.1% |
| 1Y | -1.1% | +51.5% | -52.6% | -7.5% |
| 3Y | +70.5% | +267.0% | -196.5% | +41.8% |
| 5Y | +102.8% | +250.1% | -147.3% | +67.8% |
| 10Y | +597.4% | +540.4% | +57.1% | +417.6% |
| All | +748.5% | +5,967.5% | -5,219.0% | +313.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling