+62.1%
WM vs MSI
+124.0%
-61.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.9% |
| 7D | +1.2% | +2.6% | -1.4% | +0.3% |
| 30D | +15.2% | +18.1% | -2.9% | +9.3% |
| 3M | +8.3% | +13.2% | -4.9% | +4.0% |
| 6M | +13.1% | +36.3% | -23.1% | +2.2% |
| YTD | +12.5% | +39.5% | -27.0% | 0.0% |
| 1Y | +21.8% | +36.9% | -15.1% | +8.9% |
| 3Y | +48.8% | +76.1% | -27.3% | +20.3% |
| All | +62.1% | +124.0% | -61.9% | +18.7% |
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