+26,336.4%
WM vs MSI
+4,035.2%
+22,301.2%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.1% |
| 7D | -0.3% | -3.7% | +3.4% | +0.3% |
| 30D | -2.4% | +6.8% | -9.2% | -3.6% |
| 3M | +0.4% | +14.3% | -13.9% | -2.0% |
| 6M | -9.5% | -1.6% | -7.9% | -9.5% |
| YTD | +0.5% | +22.8% | -22.3% | -3.4% |
| 1Y | -1.1% | -1.1% | 0.0% | -1.4% |
| 3Y | +46.0% | +70.5% | -24.4% | +32.2% |
| 5Y | +51.8% | +102.8% | -51.0% | +32.8% |
| 10Y | +307.5% | +597.4% | -289.9% | +192.8% |
| All | +26,336.4% | +4,035.2% | +22,301.2% | +11,692.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling