+525.5%
WMT vs MAS
+217.4%
+308.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -2.7% | -1.8% | -0.9% | -2.4% |
| 30D | +11.1% | +23.6% | -12.4% | +6.7% |
| 3M | +11.2% | +12.4% | -1.2% | +8.6% |
| 6M | -1.3% | +21.9% | -23.1% | -5.6% |
| YTD | +13.5% | +36.1% | -22.6% | +5.6% |
| 1Y | +22.5% | +39.5% | -17.0% | +13.4% |
| 3Y | +134.1% | +59.1% | +75.0% | +107.0% |
| 5Y | +170.3% | +44.4% | +125.9% | +139.8% |
| 10Y | +525.5% | +217.0% | +308.5% | +390.7% |
| All | +525.5% | +217.4% | +308.1% | +390.7% |
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