+336.4%
WM vs MSI
+676.2%
-339.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.9% |
| 7D | +1.2% | +4.7% | -3.5% | -0.6% |
| 30D | +13.1% | +14.8% | -1.7% | +7.3% |
| 3M | +3.6% | +8.8% | -5.2% | +0.2% |
| 6M | +8.1% | +19.3% | -11.2% | +0.4% |
| YTD | +8.9% | +35.3% | -26.4% | -4.2% |
| 1Y | +20.3% | +33.8% | -13.4% | +6.2% |
| 3Y | +46.2% | +74.4% | -28.3% | +14.1% |
| 5Y | +59.9% | +120.5% | -60.6% | +11.2% |
| All | +336.4% | +676.2% | -339.8% | +103.9% |
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