+4,422.1%
MSI vs WY
+612.4%
+3,809.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.6% | -0.5% |
| 7D | +3.2% | -0.8% | +4.1% | +3.5% |
| 30D | +17.6% | +10.1% | +7.5% | +13.1% |
| 3M | +14.5% | -15.4% | +29.9% | +21.3% |
| 6M | +34.3% | -8.3% | +42.6% | +37.3% |
| YTD | +39.7% | -9.8% | +49.5% | +43.0% |
| 1Y | +40.2% | -3.9% | +44.0% | +39.9% |
| 3Y | +77.1% | -23.3% | +100.5% | +87.5% |
| 5Y | +124.0% | -31.2% | +155.3% | +144.4% |
| 10Y | +665.5% | +5.5% | +659.9% | +542.7% |
| All | +4,422.1% | +612.4% | +3,809.6% | +1,549.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling