+3,874.2%
MSI vs WSM
+34,755.7%
-30,881.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -1.3% |
| 7D | -3.7% | -3.3% | -0.4% | -3.1% |
| 30D | +6.8% | -8.4% | +15.2% | +8.6% |
| 3M | +14.3% | +9.7% | +4.6% | +12.0% |
| 6M | -1.6% | +16.7% | -18.3% | -5.0% |
| YTD | +22.8% | +28.7% | -5.9% | +15.9% |
| 1Y | -1.1% | +13.7% | -14.8% | -4.6% |
| 3Y | +70.5% | +230.1% | -159.6% | +26.3% |
| 5Y | +102.8% | +179.0% | -76.2% | +50.5% |
| 10Y | +597.4% | +1,002.5% | -405.1% | +260.1% |
| All | +3,874.2% | +34,755.7% | -30,881.5% | +866.6% |
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