+35.6%
MSI vs WST
+52.7%
-17.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.3% | -0.7% | +2.5% |
| 7D | +8.3% | +1.3% | +7.1% | +8.3% |
| 30D | +18.9% | +12.9% | +6.0% | +18.4% |
| 3M | +13.2% | +16.7% | -3.5% | +12.6% |
| 6M | +38.3% | +26.8% | +11.4% | +37.0% |
| YTD | +38.9% | +50.5% | -11.6% | +35.1% |
| All | +35.6% | +52.7% | -17.2% | +31.7% |
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