+528.7%
WDC vs MSI
+118.7%
+410.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -1.0% | -1.3% |
| 7D | -28.0% | +4.7% | -32.6% | -29.2% |
| 30D | -34.9% | +14.8% | -49.7% | -38.1% |
| 3M | -41.6% | +8.8% | -50.4% | -43.5% |
| 6M | -45.4% | +19.3% | -64.7% | -49.9% |
| YTD | +53.3% | +35.3% | +18.0% | +31.4% |
| 1Y | +61.5% | +33.8% | +27.8% | +39.3% |
| 3Y | +712.3% | +74.4% | +637.9% | +463.1% |
| All | +528.7% | +118.7% | +410.0% | +257.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling