+858.5%
MSI vs WPM
+5,248.7%
-4,390.2%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.1% | +5.0% | +0.5% |
| 7D | +7.4% | +16.4% | -8.9% | +5.5% |
| 30D | +18.7% | -1.5% | +20.2% | +18.7% |
| 3M | +14.5% | +2.6% | +11.9% | +13.6% |
| 6M | +38.1% | -1.3% | +39.4% | +37.1% |
| YTD | +38.7% | +16.8% | +22.0% | +33.8% |
| 1Y | +35.4% | +34.1% | +1.3% | +28.3% |
| 3Y | +75.1% | +225.1% | -150.0% | +47.3% |
| 5Y | +126.4% | +234.5% | -108.1% | +87.9% |
| 10Y | +671.4% | +674.1% | -2.7% | +459.2% |
| All | +858.5% | +5,248.7% | -4,390.2% | +372.5% |
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