+4,280.0%
MSI vs WST
+14,518.0%
-10,238.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -1.1% |
| 7D | +4.7% | -3.1% | +7.8% | +5.6% |
| 30D | +14.8% | +9.1% | +5.7% | +11.6% |
| 3M | +8.8% | +14.7% | -5.9% | +4.1% |
| 6M | +19.3% | +28.0% | -8.7% | +9.7% |
| YTD | +35.3% | +45.6% | -10.3% | +18.4% |
| 1Y | +33.8% | +45.7% | -11.9% | +16.8% |
| 3Y | +74.4% | +21.1% | +53.4% | +46.1% |
| 5Y | +120.5% | +0.3% | +120.2% | +91.3% |
| 10Y | +685.2% | +449.0% | +236.2% | +242.8% |
| All | +4,280.0% | +14,518.0% | -10,238.0% | +549.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling