+642.9%
WDC vs MSI
+664.3%
-21.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.2% | -5.2% | -5.1% |
| 7D | +12.1% | +3.2% | +8.8% | +10.4% |
| 30D | -18.8% | +17.6% | -36.4% | -25.7% |
| 3M | -39.3% | +14.5% | -53.8% | -44.0% |
| 6M | -40.1% | +34.3% | -74.4% | -50.5% |
| YTD | +71.8% | +39.7% | +32.1% | +37.2% |
| 1Y | +88.5% | +40.2% | +48.3% | +50.0% |
| 3Y | +770.0% | +77.1% | +692.8% | +473.8% |
| 5Y | +549.0% | +124.0% | +425.0% | +259.5% |
| All | +642.9% | +664.3% | -21.5% | +99.7% |
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