-2.7%
MSI vs WU
-11.2%
+8.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.7% |
| 7D | -4.0% | -4.9% | +1.0% | -3.9% |
| 30D | -0.5% | -1.3% | +0.8% | -0.4% |
| 3M | +11.4% | -3.6% | +15.0% | +11.3% |
| 6M | +1.0% | -24.3% | +25.3% | +0.5% |
| YTD | +20.7% | -21.1% | +41.7% | +19.8% |
| 1Y | -2.7% | -10.3% | +7.6% | -3.5% |
| All | -2.7% | -11.2% | +8.5% | -3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling