+104.6%
MSI vs WTW
+42.0%
+62.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -0.4% | -5.7% | +5.3% | +1.7% |
| 30D | -0.8% | -7.3% | +6.5% | +1.8% |
| 3M | +13.9% | +21.5% | -7.5% | +5.8% |
| 6M | +1.3% | +9.6% | -8.3% | -2.9% |
| YTD | +22.3% | -3.3% | +25.6% | +22.2% |
| 1Y | -3.9% | -6.1% | +2.3% | -2.8% |
| 3Y | +69.9% | +61.8% | +8.0% | +28.6% |
| All | +104.6% | +42.0% | +62.6% | +58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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