+324.8%
WM vs MSI
+683.5%
-358.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +0.7% |
| 7D | +0.8% | +7.7% | -6.9% | -2.1% |
| 30D | +13.8% | +19.9% | -6.1% | +6.2% |
| 3M | +6.4% | +14.9% | -8.5% | +0.8% |
| 6M | +13.2% | +37.2% | -24.0% | -0.1% |
| YTD | +10.8% | +40.8% | -30.0% | -4.1% |
| 1Y | +20.2% | +38.1% | -17.9% | +4.8% |
| 3Y | +46.5% | +77.7% | -31.2% | +13.6% |
| 5Y | +61.3% | +129.0% | -67.8% | +10.6% |
| 10Y | +324.8% | +671.3% | -346.5% | +99.1% |
| All | +324.8% | +683.5% | -358.7% | +99.1% |
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