+521.7%
MSI vs WU
-19.6%
+541.2%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.5% |
| 7D | -3.7% | -0.8% | -2.9% | -3.4% |
| 30D | +6.8% | -1.1% | +7.9% | +7.1% |
| 3M | +14.3% | -3.9% | +18.2% | +14.0% |
| 6M | -1.6% | -20.7% | +19.1% | +5.5% |
| YTD | +22.8% | -18.4% | +41.2% | +29.5% |
| 1Y | -1.1% | -8.1% | +7.0% | -1.8% |
| 3Y | +70.5% | -24.2% | +94.6% | +77.6% |
| 5Y | +102.8% | -50.4% | +153.2% | +146.5% |
| 10Y | +597.4% | -40.0% | +637.5% | +643.1% |
| All | +521.7% | -19.6% | +541.2% | +393.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling