+53.9%
WM vs MSI
+103.4%
-49.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | -0.3% | -3.7% | +3.4% | +0.9% |
| 30D | -2.4% | +6.8% | -9.2% | -4.5% |
| 3M | +0.4% | +14.3% | -13.9% | -3.9% |
| 6M | -9.5% | -1.6% | -7.9% | -9.5% |
| YTD | +0.5% | +22.8% | -22.3% | -6.9% |
| 1Y | -1.1% | -1.1% | 0.0% | -1.3% |
| 3Y | +46.0% | +70.5% | -24.4% | +18.6% |
| All | +53.9% | +103.4% | -49.5% | +16.1% |
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 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