+67.6%
MSI vs WSM
+232.0%
-164.4%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.7% |
| 7D | -4.0% | +2.6% | -6.6% | -4.2% |
| 30D | -0.5% | -9.3% | +8.8% | +0.2% |
| 3M | +11.4% | +7.1% | +4.3% | +10.8% |
| 6M | +1.0% | +21.7% | -20.7% | -0.6% |
| YTD | +20.7% | +28.7% | -8.1% | +18.2% |
| 1Y | -2.7% | +13.9% | -16.5% | -3.9% |
| All | +67.6% | +232.0% | -164.4% | +47.8% |
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