+99.3%
MSI vs WWD
+192.1%
-92.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.7% |
| 7D | -5.8% | +0.8% | -6.6% | -5.9% |
| 30D | -1.0% | -6.4% | +5.4% | +0.4% |
| 3M | +14.2% | -5.6% | +19.8% | +14.8% |
| 6M | +1.0% | -9.1% | +10.1% | +2.0% |
| YTD | +21.5% | +12.5% | +8.9% | +15.7% |
| 1Y | -2.1% | +41.3% | -43.5% | -12.8% |
| 3Y | +69.3% | +170.2% | -100.9% | +21.1% |
| 5Y | +99.3% | +192.5% | -93.2% | +32.4% |
| All | +99.3% | +192.1% | -92.8% | +32.4% |
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