+124.2%
MSI vs WSM
+163.9%
-39.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.1% |
| 7D | +3.2% | 0.0% | +3.2% | +3.2% |
| 30D | +17.6% | +5.1% | +12.5% | +16.6% |
| 3M | +14.5% | +5.1% | +9.4% | +13.5% |
| 6M | +34.3% | +48.6% | -14.3% | +26.5% |
| YTD | +39.7% | +44.2% | -4.5% | +31.8% |
| 1Y | +40.2% | +38.1% | +2.1% | +32.9% |
| 3Y | +77.1% | +257.2% | -180.1% | +33.7% |
| All | +124.2% | +163.9% | -39.7% | +83.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling