+662.2%
MSI vs WU
-39.7%
+702.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.6% |
| 7D | +2.6% | -5.3% | +7.9% | +4.1% |
| 30D | +18.1% | +9.0% | +9.1% | +15.1% |
| 3M | +13.2% | -3.6% | +16.8% | +13.9% |
| 6M | +36.3% | -19.4% | +55.7% | +43.0% |
| YTD | +39.5% | -21.7% | +61.2% | +46.7% |
| 1Y | +36.9% | -16.1% | +53.0% | +40.5% |
| 3Y | +76.1% | -24.1% | +100.2% | +81.7% |
| 5Y | +123.7% | -44.1% | +167.8% | +153.9% |
| All | +662.2% | -39.7% | +702.0% | +690.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling