+663.4%
MSI vs WY
+5.0%
+658.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.6% | -0.4% |
| 7D | +3.2% | -0.8% | +4.1% | +3.5% |
| 30D | +17.6% | +10.1% | +7.5% | +13.7% |
| 3M | +14.5% | -15.4% | +29.9% | +20.5% |
| 6M | +34.3% | -8.3% | +42.6% | +37.0% |
| YTD | +39.7% | -9.8% | +49.5% | +42.6% |
| 1Y | +40.2% | -3.9% | +44.0% | +39.9% |
| 3Y | +77.1% | -23.3% | +100.5% | +86.2% |
| 5Y | +124.0% | -31.2% | +155.3% | +142.8% |
| All | +663.4% | +5.0% | +658.4% | +558.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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