+77.1%
MSI vs WSM
+260.3%
-183.1%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | 0.0% |
| 7D | +3.2% | 0.0% | +3.2% | +3.2% |
| 30D | +17.6% | +5.1% | +12.5% | +17.1% |
| 3M | +14.5% | +5.1% | +9.4% | +14.0% |
| 6M | +34.3% | +48.6% | -14.3% | +30.6% |
| YTD | +39.7% | +44.2% | -4.5% | +35.9% |
| 1Y | +40.2% | +38.1% | +2.1% | +36.7% |
| 3Y | +77.1% | +257.2% | -180.1% | +64.5% |
| All | +77.1% | +260.3% | -183.1% | +64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 3y: compounded portfolio wealth divided by compounded WSM 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…
3y analysis · Full analysis span regression · 6 months rolling