+69.9%
MSI vs WYNN
-5.1%
+74.9%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.5% |
| 7D | -0.4% | -4.2% | +3.8% | -0.1% |
| 30D | -0.8% | -14.6% | +13.9% | +0.2% |
| 3M | +13.9% | -18.4% | +32.3% | +15.4% |
| 6M | +1.3% | -11.9% | +13.3% | +2.2% |
| YTD | +22.3% | -26.6% | +48.9% | +24.2% |
| 1Y | -3.9% | -28.5% | +24.7% | -2.3% |
| 3Y | +69.9% | -5.1% | +75.0% | +67.2% |
| All | +69.9% | -5.1% | +74.9% | +67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 3y: compounded portfolio wealth divided by compounded WYNN 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…
3y analysis · Full analysis span regression · 6 months rolling