+674.5%
MSI vs WST
+466.7%
+207.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.3% | -0.7% | +1.9% |
| 7D | +8.3% | +1.3% | +7.1% | +8.0% |
| 30D | +18.9% | +12.9% | +6.0% | +15.9% |
| 3M | +13.2% | +16.7% | -3.5% | +9.5% |
| 6M | +38.3% | +26.8% | +11.4% | +31.1% |
| YTD | +38.9% | +50.5% | -11.6% | +26.2% |
| 1Y | +36.7% | +52.9% | -16.2% | +23.6% |
| 3Y | +76.6% | +23.9% | +52.6% | +56.2% |
| 5Y | +124.5% | +1.0% | +123.5% | +108.7% |
| 10Y | +674.5% | +451.4% | +223.1% | +272.9% |
| All | +674.5% | +466.7% | +207.8% | +272.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling