+63.3%
WM vs MSI
+117.4%
-54.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.0% | -2.9% | -0.1% |
| 7D | +4.5% | +5.1% | -0.6% | +2.8% |
| 30D | +16.1% | +13.3% | +2.8% | +11.6% |
| 3M | +8.0% | +18.3% | -10.3% | +2.3% |
| 6M | +8.4% | +18.7% | -10.3% | +2.2% |
| YTD | +11.2% | +36.0% | -24.8% | -0.3% |
| 1Y | +22.3% | +32.6% | -10.3% | +10.6% |
| 3Y | +50.2% | +78.3% | -28.1% | +20.9% |
| 5Y | +63.3% | +121.6% | -58.3% | +19.9% |
| All | +63.3% | +117.4% | -54.1% | +19.9% |
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 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