+4,422.1%
MSI vs WSM
+38,954.9%
-34,532.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +16.3% |
| 3M | +14.5% | +5.1% | +9.4% | +13.1% |
| 6M | +34.3% | +48.6% | -14.3% | +23.5% |
| YTD | +39.7% | +44.2% | -4.5% | +28.7% |
| 1Y | +40.2% | +38.1% | +2.1% | +30.0% |
| 3Y | +77.1% | +257.2% | -180.1% | +29.2% |
| 5Y | +124.0% | +165.1% | -41.1% | +68.1% |
| 10Y | +665.5% | +1,123.6% | -458.1% | +286.8% |
| All | +4,422.1% | +38,954.9% | -34,532.9% | +973.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling