+671.4%
MSI vs WWD
+460.9%
+210.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | +7.4% | +0.4% | +7.0% | +7.1% |
| 30D | +18.7% | -0.4% | +19.1% | +18.4% |
| 3M | +14.5% | -6.1% | +20.5% | +15.8% |
| 6M | +38.1% | -9.5% | +47.6% | +40.2% |
| YTD | +38.7% | +10.8% | +27.9% | +30.8% |
| 1Y | +35.4% | +23.5% | +11.9% | +22.7% |
| 3Y | +75.1% | +151.3% | -76.2% | +22.0% |
| 5Y | +126.4% | +187.8% | -61.4% | +47.0% |
| 10Y | +671.4% | +461.1% | +210.3% | +277.7% |
| All | +671.4% | +460.9% | +210.5% | +277.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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