+1,294.5%
WDC vs MSI
+598.2%
+696.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.2% | +2.7% |
| 7D | +6.0% | -5.8% | +11.7% | +9.3% |
| 30D | +9.9% | -1.0% | +10.9% | +10.0% |
| 3M | -9.4% | +14.2% | -23.5% | -17.7% |
| 6M | +94.7% | +1.0% | +93.7% | +88.2% |
| YTD | +177.4% | +21.5% | +155.9% | +139.5% |
| 1Y | +412.6% | -2.1% | +414.7% | +398.1% |
| 3Y | +1,359.8% | +69.3% | +1,290.4% | +878.6% |
| 5Y | +992.6% | +99.3% | +893.3% | +544.9% |
| All | +1,294.5% | +598.2% | +696.3% | +318.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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