+3,874.2%
MSI vs WST
+12,330.1%
-8,455.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.6% |
| 7D | -3.7% | +0.7% | -4.4% | -3.9% |
| 30D | +6.8% | -3.1% | +10.0% | +7.8% |
| 3M | +14.3% | +7.2% | +7.1% | +11.5% |
| 6M | -1.6% | +36.8% | -38.4% | -11.7% |
| YTD | +22.8% | +23.8% | -1.1% | +13.1% |
| 1Y | -1.1% | +37.8% | -38.9% | -12.6% |
| 3Y | +70.5% | -15.9% | +86.4% | +61.7% |
| 5Y | +102.8% | -25.8% | +128.6% | +95.0% |
| 10Y | +597.4% | +319.6% | +277.8% | +232.8% |
| All | +3,874.2% | +12,330.1% | -8,455.9% | +521.1% |
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