+544.2%
WMT vs MAS
+215.0%
+329.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.5% |
| 7D | +2.0% | +3.0% | -0.9% | +1.4% |
| 30D | +10.3% | +22.4% | -12.1% | +6.0% |
| 3M | +11.0% | +14.5% | -3.5% | +8.0% |
| 6M | -2.3% | +27.1% | -29.5% | -7.4% |
| YTD | +15.7% | +35.8% | -20.1% | +7.7% |
| 1Y | +26.0% | +39.4% | -13.4% | +16.6% |
| 3Y | +136.5% | +60.3% | +76.2% | +108.7% |
| 5Y | +176.8% | +39.4% | +137.4% | +147.6% |
| All | +544.2% | +215.0% | +329.2% | +403.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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