+124.5%
MSI vs WWD
+190.4%
-66.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.9% | -2.3% | +1.6% |
| 7D | +8.3% | +4.2% | +4.2% | +7.3% |
| 30D | +18.9% | -0.8% | +19.6% | +18.8% |
| 3M | +13.2% | -8.2% | +21.4% | +14.9% |
| 6M | +38.3% | -9.8% | +48.1% | +40.0% |
| YTD | +38.9% | +10.4% | +28.5% | +32.3% |
| 1Y | +36.7% | +25.5% | +11.2% | +25.2% |
| 3Y | +76.6% | +155.8% | -79.2% | +26.6% |
| 5Y | +124.5% | +187.3% | -62.8% | +52.3% |
| All | +124.5% | +190.4% | -66.0% | +52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling