+27.5%
MSI vs WST
+47.3%
-19.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.2% |
| 7D | +2.8% | +1.3% | +1.5% | +2.8% |
| 30D | +9.1% | +8.5% | +0.6% | +8.8% |
| 3M | +12.5% | +17.2% | -4.7% | +11.9% |
| 6M | +14.2% | +36.3% | -22.1% | +12.4% |
| YTD | +30.7% | +48.9% | -18.2% | +27.1% |
| 1Y | +27.5% | +42.9% | -15.4% | +24.6% |
| All | +27.5% | +47.3% | -19.8% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 1y: compounded portfolio wealth divided by compounded WST 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…
1y analysis · Full analysis span regression · 6 months rolling