+124.2%
MSI vs WST
+1.0%
+123.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.1% | 0.0% |
| 7D | +3.2% | +4.2% | -1.0% | +2.7% |
| 30D | +17.6% | +11.2% | +6.4% | +16.0% |
| 3M | +14.5% | +20.4% | -5.9% | +11.8% |
| 6M | +34.3% | +37.9% | -3.6% | +28.6% |
| YTD | +39.7% | +51.8% | -12.1% | +31.6% |
| 1Y | +40.2% | +56.6% | -16.5% | +31.3% |
| 3Y | +77.1% | +24.2% | +52.9% | +63.9% |
| All | +124.2% | +1.0% | +123.3% | +128.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling