+612.7%
MSI vs WU
-22.0%
+634.7%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.0% | +4.5% | +2.7% |
| 7D | +7.7% | +2.1% | +5.6% | +6.7% |
| 30D | +19.9% | +10.1% | +9.8% | +15.2% |
| 3M | +14.9% | -1.1% | +16.1% | +14.8% |
| 6M | +37.2% | -19.8% | +57.0% | +46.4% |
| YTD | +40.8% | -20.8% | +61.5% | +49.6% |
| 1Y | +38.1% | -15.1% | +53.2% | +42.2% |
| 3Y | +77.7% | -23.2% | +100.9% | +83.9% |
| 5Y | +129.0% | -42.6% | +171.6% | +159.8% |
| 10Y | +671.3% | -38.9% | +710.2% | +710.5% |
| All | +612.7% | -22.0% | +634.7% | +470.4% |
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