+596.9%
MSI vs WWD
+479.8%
+117.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | -4.0% | +0.6% | -4.6% | -4.2% |
| 30D | -0.5% | -5.1% | +4.6% | +1.0% |
| 3M | +11.4% | -11.2% | +22.6% | +14.5% |
| 6M | +1.0% | -12.0% | +13.0% | +3.4% |
| YTD | +20.7% | +12.0% | +8.7% | +13.9% |
| 1Y | -2.7% | +42.8% | -45.5% | -15.6% |
| 3Y | +68.2% | +168.9% | -100.7% | +14.9% |
| 5Y | +100.0% | +192.2% | -92.2% | +29.4% |
| 10Y | +596.9% | +495.3% | +101.6% | +221.1% |
| All | +596.9% | +479.8% | +117.1% | +221.1% |
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