+132.3%
WMT vs MAS
+32.0%
+100.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -1.5% |
| 7D | +3.9% | -0.8% | +4.7% | +4.0% |
| 30D | -4.4% | -5.6% | +1.2% | -3.6% |
| 3M | -8.8% | +4.4% | -13.2% | -9.9% |
| 6M | -15.6% | +7.2% | -22.8% | -17.3% |
| YTD | -3.2% | +16.1% | -19.3% | -6.7% |
| 1Y | +7.0% | +0.1% | +6.9% | +5.8% |
| 3Y | +105.3% | +28.3% | +77.0% | +90.9% |
| All | +132.3% | +32.0% | +100.3% | +107.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling