+865.5%
MSI vs WPM
+5,046.3%
-4,180.8%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.2% |
| 7D | +3.2% | -3.6% | +6.8% | +3.6% |
| 30D | +17.6% | +1.4% | +16.1% | +17.2% |
| 3M | +14.5% | -0.2% | +14.7% | +14.0% |
| 6M | +34.3% | -7.3% | +41.6% | +34.3% |
| YTD | +39.7% | +12.3% | +27.4% | +35.4% |
| 1Y | +40.2% | +24.9% | +15.3% | +33.9% |
| 3Y | +77.1% | +210.4% | -133.2% | +49.8% |
| 5Y | +124.0% | +210.4% | -86.3% | +87.5% |
| 10Y | +665.5% | +731.7% | -66.2% | +450.3% |
| All | +865.5% | +5,046.3% | -4,180.8% | +378.0% |
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